+48.3%
UBER vs NSC
+75.0%
-26.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.5% | -1.4% | -3.1% | -3.9% |
| 30D | -7.6% | -3.4% | -4.2% | -6.4% |
| 3M | +5.8% | +5.1% | +0.7% | +3.2% |
| 6M | +0.3% | +9.2% | -8.9% | -4.2% |
| YTD | -11.2% | +13.4% | -24.6% | -16.8% |
| 1Y | -23.0% | +20.8% | -43.8% | -30.0% |
| All | +48.3% | +75.0% | -26.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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