+82.2%
UBER vs ON
+253.3%
-171.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -3.9% | +2.4% | -6.3% | -4.8% |
| 30D | +11.1% | -3.3% | +14.4% | +12.1% |
| 3M | +4.9% | -43.6% | +48.5% | +25.2% |
| 6M | -1.2% | +19.0% | -20.1% | -17.1% |
| YTD | -7.3% | +37.4% | -44.6% | -28.0% |
| 1Y | -17.6% | +54.8% | -72.4% | -40.2% |
| 3Y | +61.1% | -25.2% | +86.2% | +45.3% |
| 5Y | +87.9% | +62.7% | +25.2% | +1.1% |
| All | +82.2% | +253.3% | -171.1% | -55.9% |
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 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