+75.9%
UBER vs FOXA
+87.1%
-11.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -2.5% | +2.3% | -4.8% | -3.7% |
| 3M | +4.4% | -2.8% | +7.2% | +3.9% |
| 6M | -2.7% | +9.6% | -12.3% | -8.8% |
| YTD | -10.5% | -9.9% | -0.6% | -8.4% |
| 1Y | -22.5% | +5.4% | -27.9% | -26.9% |
| 3Y | +54.8% | +115.3% | -60.5% | +1.3% |
| 5Y | +82.5% | +93.1% | -10.6% | +25.7% |
| All | +75.9% | +87.1% | -11.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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