-24.4%
UBER vs PL
+8.6%
-33.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +14.5% | -10.7% | +3.3% |
| 7D | +6.7% | +10.9% | -4.2% | +6.2% |
| 30D | -0.5% | -16.4% | +15.9% | -0.1% |
| 3M | -5.1% | -39.9% | +34.8% | -3.9% |
| 6M | -5.7% | -63.2% | +57.5% | -3.6% |
| YTD | -12.9% | -27.1% | +14.2% | -15.9% |
| All | -24.4% | +8.6% | -33.0% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling