+45.2%
UBER vs JPM
+161.8%
-116.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -7.0% | -0.4% | -6.6% | -6.9% |
| 30D | -8.9% | -1.4% | -7.5% | -8.4% |
| 3M | +1.0% | +13.9% | -13.0% | -5.3% |
| 6M | -3.7% | +23.5% | -27.3% | -13.3% |
| YTD | -13.0% | +11.6% | -24.7% | -18.0% |
| 1Y | -25.5% | +21.4% | -46.9% | -32.9% |
| All | +45.2% | +161.8% | -116.5% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling