+76.2%
UBER vs ON
+57.7%
+18.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -7.0% | -1.9% | -5.1% | -6.5% |
| 30D | -8.9% | -11.0% | +2.1% | -6.1% |
| 3M | +1.0% | -39.3% | +40.3% | +12.9% |
| 6M | -3.7% | +19.8% | -23.6% | -16.7% |
| YTD | -13.0% | +31.1% | -44.1% | -28.0% |
| 1Y | -25.5% | +46.0% | -71.5% | -41.3% |
| 3Y | +50.5% | -27.5% | +78.0% | +42.9% |
| 5Y | +76.2% | +56.9% | +19.3% | +18.6% |
| All | +76.2% | +57.7% | +18.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling