-17.6%
UBER vs JPM
+21.8%
-39.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -3.9% | +0.3% | -4.2% | -3.9% |
| 30D | +11.1% | -0.2% | +11.3% | +11.1% |
| 3M | +4.9% | +15.9% | -11.0% | +0.3% |
| 6M | -1.2% | +20.9% | -22.1% | -7.1% |
| YTD | -7.3% | +12.9% | -20.2% | -11.3% |
| 1Y | -17.6% | +20.3% | -37.9% | -22.8% |
| All | -17.6% | +21.8% | -39.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling