+72.4%
UBER vs NOC
+99.2%
-26.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.4% | +0.8% | -6.2% | -5.4% |
| 30D | -4.9% | -9.7% | +4.8% | -4.3% |
| 3M | +3.0% | -5.6% | +8.7% | +3.4% |
| 6M | -4.4% | -28.6% | +24.2% | -2.1% |
| YTD | -12.3% | -7.9% | -4.4% | -12.0% |
| 1Y | -24.3% | -9.5% | -14.8% | -23.9% |
| 3Y | +46.4% | +28.4% | +18.1% | +41.2% |
| 5Y | +79.7% | +59.0% | +20.7% | +61.1% |
| All | +72.4% | +99.2% | -26.8% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling