+42.5%
UBER vs FIX
+448.6%
-406.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.0% |
| 7D | +5.1% | -17.5% | +22.6% | +7.3% |
| 30D | +0.2% | -41.6% | +41.8% | +7.3% |
| 3M | -2.7% | -40.6% | +37.9% | +3.5% |
| 6M | -13.4% | -49.4% | +36.0% | -6.1% |
| YTD | -16.1% | +9.2% | -25.2% | -23.3% |
| 1Y | -25.5% | +6.5% | -32.0% | -31.8% |
| 3Y | +42.5% | +448.7% | -406.2% | -23.4% |
| All | +42.5% | +448.6% | -406.1% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling