+65.0%
UBER vs FIX
+2,041.6%
-1,976.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.6% |
| 7D | +5.1% | -17.5% | +22.6% | +9.3% |
| 30D | +0.2% | -41.6% | +41.8% | +13.4% |
| 3M | -2.7% | -40.6% | +37.9% | +8.7% |
| 6M | -13.4% | -49.4% | +36.0% | -0.5% |
| YTD | -16.1% | +9.2% | -25.2% | -25.2% |
| 1Y | -25.5% | +6.5% | -32.0% | -33.5% |
| 3Y | +42.5% | +448.7% | -406.2% | -35.3% |
| 5Y | +45.3% | +948.7% | -903.4% | -50.0% |
| All | +65.0% | +2,041.6% | -1,976.6% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling