+56.4%
UBER vs IR
+51.1%
+5.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +1.3% |
| 7D | +6.7% | +5.0% | +1.7% | +3.9% |
| 30D | -0.5% | +10.3% | -10.8% | -5.8% |
| 3M | -5.1% | -0.1% | -5.1% | -5.6% |
| 6M | -5.7% | +14.8% | -20.4% | -13.8% |
| YTD | -12.9% | +9.7% | -22.6% | -20.6% |
| 1Y | -22.6% | +12.2% | -34.8% | -30.8% |
| 3Y | +42.2% | +30.0% | +12.2% | +7.2% |
| 5Y | +56.4% | +46.8% | +9.6% | +4.6% |
| All | +56.4% | +51.1% | +5.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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