+82.2%
UBER vs O
+34.1%
+48.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -3.9% | -0.7% | -3.1% | -3.4% |
| 30D | +11.1% | -1.9% | +13.0% | +12.4% |
| 3M | +4.9% | +3.8% | +1.1% | +2.4% |
| 6M | -1.2% | -4.7% | +3.6% | +1.4% |
| YTD | -7.3% | +12.5% | -19.8% | -14.6% |
| 1Y | -17.6% | +10.8% | -28.5% | -23.5% |
| 3Y | +61.1% | +28.8% | +32.3% | +31.9% |
| 5Y | +87.9% | +13.2% | +74.7% | +66.7% |
| All | +82.2% | +34.1% | +48.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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