+71.2%
UBER vs FIX
+2,243.0%
-2,171.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +1.4% |
| 7D | +6.7% | -7.2% | +13.9% | +7.7% |
| 30D | -0.5% | -35.1% | +34.6% | +9.7% |
| 3M | -5.1% | -34.3% | +29.1% | +3.2% |
| 6M | -5.7% | -42.9% | +37.3% | +4.9% |
| YTD | -12.9% | +19.5% | -32.4% | -24.1% |
| 1Y | -22.6% | +16.8% | -39.4% | -32.5% |
| 3Y | +42.2% | +506.7% | -464.5% | -37.1% |
| 5Y | +56.4% | +1,046.7% | -990.3% | -47.4% |
| All | +71.2% | +2,243.0% | -2,171.8% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling