+81.9%
UBER vs JPM
+149.5%
-67.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -4.5% | -2.3% | -2.1% | -3.1% |
| 30D | -7.6% | -2.3% | -5.3% | -6.4% |
| 3M | +5.8% | +14.9% | -9.1% | -3.4% |
| 6M | +0.3% | +23.6% | -23.4% | -12.7% |
| YTD | -11.2% | +11.3% | -22.5% | -17.9% |
| 1Y | -23.0% | +19.9% | -42.9% | -32.4% |
| 3Y | +53.6% | +162.6% | -109.0% | -25.0% |
| 5Y | +81.9% | +154.6% | -72.7% | -10.0% |
| All | +81.9% | +149.5% | -67.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling