+59.8%
UBER vs FIX
+1,026.2%
-966.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +1.6% | +9.4% | -7.8% | -0.3% |
| 30D | +0.6% | -27.8% | +28.4% | +6.6% |
| 3M | -8.2% | -35.6% | +27.4% | -0.8% |
| 6M | -6.7% | -45.2% | +38.5% | +3.5% |
| YTD | -14.7% | +19.5% | -34.2% | -25.6% |
| 1Y | -24.1% | +24.2% | -48.3% | -34.8% |
| 3Y | +33.4% | +494.2% | -460.8% | -44.8% |
| All | +59.8% | +1,026.2% | -966.4% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling