+48.3%
UBER vs NOC
+28.9%
+19.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | -4.5% | -1.8% | -2.7% | -4.6% |
| 30D | -7.6% | -9.4% | +1.8% | -8.1% |
| 3M | +5.8% | -3.8% | +9.6% | +5.7% |
| 6M | +0.3% | -28.8% | +29.0% | -1.4% |
| YTD | -11.2% | -7.9% | -3.3% | -10.9% |
| 1Y | -23.0% | -9.0% | -13.9% | -22.7% |
| All | +48.3% | +28.9% | +19.4% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling