+21.6%
UBER vs PL
+45.6%
-24.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +5.2% | +5.6% | -0.4% | +3.9% |
| 30D | -2.0% | -16.9% | +14.9% | +0.2% |
| 3M | -10.2% | -38.2% | +28.0% | -4.2% |
| 6M | -7.2% | -63.4% | +56.3% | +5.3% |
| YTD | -14.3% | -27.6% | +13.4% | -17.0% |
| 1Y | -25.6% | +6.6% | -32.1% | -34.1% |
| 3Y | +35.8% | +557.6% | -521.8% | -32.2% |
| 5Y | +61.5% | +39.5% | +22.0% | -1.6% |
| All | +21.6% | +45.6% | -24.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling