+67.6%
UBER vs NOC
+111.2%
-43.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.6% | +4.8% | -3.2% | +1.3% |
| 30D | +0.6% | +11.0% | -10.5% | -0.2% |
| 3M | -8.2% | -3.8% | -4.4% | -8.0% |
| 6M | -6.7% | +0.6% | -7.4% | -6.9% |
| YTD | -14.7% | -2.3% | -12.4% | -14.8% |
| 1Y | -24.1% | +0.3% | -24.3% | -24.3% |
| 3Y | +33.4% | +24.6% | +8.8% | +29.8% |
| 5Y | +54.5% | +66.0% | -11.5% | +38.6% |
| All | +67.6% | +111.2% | -43.6% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling