+85.0%
UBER vs M
+27.3%
+57.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -1.0% |
| 7D | -3.9% | +4.7% | -8.6% | -5.1% |
| 30D | +11.1% | -9.6% | +20.8% | +14.2% |
| 3M | +4.9% | +0.9% | +4.1% | +4.2% |
| 6M | -1.2% | +22.3% | -23.4% | -7.5% |
| YTD | -7.3% | +6.5% | -13.8% | -10.2% |
| 1Y | -17.6% | +38.8% | -56.4% | -26.8% |
| 3Y | +61.1% | +115.9% | -54.9% | +13.9% |
| All | +85.0% | +27.3% | +57.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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