+82.2%
UBER vs NSC
+89.3%
-7.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -3.9% | -5.5% | +1.6% | -0.8% |
| 30D | +11.1% | -3.2% | +14.3% | +13.1% |
| 3M | +4.9% | +7.7% | -2.8% | 0.0% |
| 6M | -1.2% | +4.5% | -5.7% | -4.8% |
| YTD | -7.3% | +15.6% | -22.8% | -16.1% |
| 1Y | -17.6% | +19.8% | -37.5% | -27.2% |
| 3Y | +61.1% | +70.1% | -9.0% | +11.1% |
| 5Y | +87.9% | +46.1% | +41.8% | +38.3% |
| All | +82.2% | +89.3% | -7.1% | +4.0% |
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 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