-26.2%
UBER vs FIX
+14.3%
-40.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.1% | +20.0% | +4.7% |
| 7D | +7.0% | -18.9% | +26.0% | +6.9% |
| 30D | +0.6% | -36.3% | +36.9% | +0.6% |
| 3M | -2.9% | -38.5% | +35.6% | -2.7% |
| 6M | -5.5% | -42.3% | +36.8% | -5.1% |
| YTD | -14.5% | +17.1% | -31.6% | -22.0% |
| 1Y | -26.2% | +14.4% | -40.6% | -33.1% |
| All | -26.2% | +14.3% | -40.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling