+53.2%
UBER vs IT
-42.3%
+95.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | +0.5% | -3.7% | +4.1% | +2.0% |
| 30D | -3.1% | -3.1% | 0.0% | -2.8% |
| 3M | -8.3% | +6.3% | -14.6% | -12.3% |
| 6M | -9.5% | +24.8% | -34.2% | -21.5% |
| YTD | -15.4% | -24.4% | +8.9% | -7.8% |
| 1Y | -26.1% | -17.1% | -9.1% | -24.0% |
| 3Y | +34.0% | -53.6% | +87.6% | +86.5% |
| 5Y | +53.2% | -42.5% | +95.7% | +51.5% |
| All | +53.2% | -42.3% | +95.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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