+81.9%
UBER vs NSC
+44.4%
+37.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | +5.8% | +5.1% | +0.7% | +3.1% |
| 6M | +0.3% | +9.2% | -8.9% | -4.4% |
| YTD | -11.2% | +13.4% | -24.6% | -17.1% |
| 1Y | -23.0% | +20.8% | -43.8% | -30.2% |
| 3Y | +53.6% | +76.1% | -22.5% | +13.8% |
| 5Y | +81.9% | +45.3% | +36.6% | +51.3% |
| All | +81.9% | +44.4% | +37.5% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling