-4.4%
UBER vs ON
+27.6%
-32.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.5% | -9.7% | -1.1% |
| 7D | -5.4% | +2.4% | -7.8% | -5.3% |
| 30D | -4.9% | -8.6% | +3.7% | -4.9% |
| 3M | +3.0% | -34.3% | +37.4% | +2.8% |
| 6M | -4.4% | +28.5% | -32.9% | -16.9% |
| All | -4.4% | +27.6% | -32.0% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling