+82.2%
UBER vs FIX
+3,289.3%
-3,207.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -3.9% | +6.0% | -9.9% | -5.4% |
| 30D | +11.1% | -7.2% | +18.4% | +12.8% |
| 3M | +4.9% | -15.9% | +20.8% | +7.8% |
| 6M | -1.2% | +12.7% | -13.9% | -8.1% |
| YTD | -7.3% | +72.8% | -80.1% | -25.2% |
| 1Y | -17.6% | +122.9% | -140.5% | -39.7% |
| 3Y | +61.1% | +774.3% | -713.3% | -34.1% |
| 5Y | +87.9% | +2,049.5% | -1,961.6% | -46.4% |
| All | +82.2% | +3,289.3% | -3,207.1% | -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