+75.9%
UBER vs OMC
+33.2%
+42.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.6% |
| 7D | -2.8% | -5.8% | +3.0% | -0.3% |
| 30D | -2.5% | -4.8% | +2.3% | -0.5% |
| 3M | +4.4% | +9.2% | -4.8% | -0.4% |
| 6M | -2.7% | -2.5% | -0.2% | -2.3% |
| YTD | -10.5% | +2.6% | -13.1% | -13.2% |
| 1Y | -22.5% | +5.9% | -28.4% | -26.8% |
| 3Y | +54.8% | +14.2% | +40.6% | +36.5% |
| 5Y | +82.5% | +33.2% | +49.3% | +47.5% |
| All | +75.9% | +33.2% | +42.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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