+49.5%
UBER vs FIX
+933.9%
-884.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.4% |
| 7D | +5.1% | -17.5% | +22.6% | +8.6% |
| 30D | +0.2% | -41.6% | +41.8% | +11.3% |
| 3M | -2.7% | -40.6% | +37.9% | +6.9% |
| 6M | -13.4% | -49.4% | +36.0% | -2.4% |
| YTD | -16.1% | +9.2% | -25.2% | -25.3% |
| 1Y | -25.5% | +6.5% | -32.0% | -33.6% |
| 3Y | +42.5% | +448.7% | -406.2% | -40.3% |
| All | +49.5% | +933.9% | -884.4% | -58.3% |
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 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