-24.5%
UBER vs FIX
+21.5%
-46.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.9% |
| 7D | +1.2% | +6.4% | -5.3% | +1.1% |
| 30D | -1.1% | -29.1% | +27.9% | -1.3% |
| 3M | -10.0% | -31.1% | +21.1% | -10.1% |
| 6M | -7.2% | -42.8% | +35.6% | -6.0% |
| YTD | -13.5% | +24.6% | -38.1% | -21.5% |
| 1Y | -24.5% | +21.9% | -46.4% | -31.6% |
| All | -24.5% | +21.5% | -46.0% | -31.6% |
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