+113.7%
UBER vs JAAA
+29.3%
+84.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | -2.5% | +0.5% | -3.0% | -3.2% |
| 3M | +4.4% | +1.2% | +3.2% | +2.4% |
| 6M | -2.7% | +2.8% | -5.5% | -7.0% |
| YTD | -10.5% | +3.2% | -13.7% | -14.9% |
| 1Y | -22.5% | +4.8% | -27.3% | -28.1% |
| 3Y | +54.8% | +19.0% | +35.8% | +35.0% |
| 5Y | +82.5% | +26.8% | +55.7% | +55.9% |
| All | +113.7% | +29.3% | +84.4% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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