+81.9%
UBER vs NOC
+57.3%
+24.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 3M | +5.8% | -3.8% | +9.6% | +5.7% |
| 6M | +0.3% | -28.8% | +29.0% | -1.1% |
| YTD | -11.2% | -7.9% | -3.3% | -11.2% |
| 1Y | -23.0% | -9.0% | -13.9% | -22.9% |
| 3Y | +53.6% | +29.1% | +24.5% | +57.3% |
| 5Y | +81.9% | +58.9% | +23.0% | +102.7% |
| All | +81.9% | +57.3% | +24.6% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling