+66.3%
UBER vs ON
+250.3%
-184.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | +0.5% | +17.0% | -16.5% | -5.4% |
| 30D | -3.1% | -3.9% | +0.8% | -2.5% |
| 3M | -8.3% | -11.5% | +3.2% | -6.1% |
| 6M | -9.5% | -29.2% | +19.7% | -5.2% |
| YTD | -15.4% | +36.2% | -51.6% | -35.4% |
| 1Y | -26.1% | +49.6% | -75.8% | -46.1% |
| 3Y | +34.0% | +9.4% | +24.6% | -0.8% |
| 5Y | +53.2% | +25.8% | +27.4% | -5.5% |
| All | +66.3% | +250.3% | -184.0% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling