+75.9%
UBER vs NEM
+414.3%
-338.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -2.8% | +3.9% | -6.7% | -3.5% |
| 30D | -2.5% | +12.7% | -15.2% | -4.6% |
| 3M | +4.4% | +28.7% | -24.3% | -0.3% |
| 6M | -2.7% | +9.8% | -12.4% | -5.1% |
| YTD | -10.5% | +28.1% | -38.6% | -15.9% |
| 1Y | -22.5% | +69.3% | -91.8% | -31.5% |
| 3Y | +54.8% | +247.7% | -192.9% | +16.2% |
| 5Y | +82.5% | +153.4% | -70.9% | +40.7% |
| All | +75.9% | +414.3% | -338.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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