+67.6%
UBER vs NSC
+89.2%
-21.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.7% |
| 7D | +1.6% | +2.5% | -0.9% | +0.2% |
| 30D | +0.6% | +1.7% | -1.1% | -0.5% |
| 3M | -8.2% | -2.6% | -5.6% | -7.0% |
| 6M | -6.7% | +6.4% | -13.1% | -10.9% |
| YTD | -14.7% | +15.5% | -30.2% | -22.9% |
| 1Y | -24.1% | +17.6% | -41.7% | -32.2% |
| 3Y | +33.4% | +75.0% | -41.6% | -9.6% |
| 5Y | +54.5% | +32.2% | +22.3% | +22.2% |
| All | +67.6% | +89.2% | -21.6% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling