+72.4%
UBER vs NTRS
+144.5%
-72.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -5.4% | +1.4% | -6.8% | -6.0% |
| 30D | -4.9% | -0.7% | -4.2% | -4.7% |
| 3M | +3.0% | +11.3% | -8.3% | -2.7% |
| 6M | -4.4% | +35.5% | -39.9% | -18.4% |
| YTD | -12.3% | +40.6% | -52.9% | -26.9% |
| 1Y | -24.3% | +49.2% | -73.5% | -39.0% |
| 3Y | +46.4% | +167.2% | -120.8% | -14.9% |
| 5Y | +79.7% | +94.9% | -15.3% | +21.3% |
| All | +72.4% | +144.5% | -72.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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