+49.5%
UBER vs PL
+20.8%
+28.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.7% | -1.9% |
| 7D | +5.1% | -6.8% | +11.9% | +6.0% |
| 30D | +0.2% | -29.3% | +29.5% | +5.2% |
| 3M | -2.7% | -44.8% | +42.1% | +5.8% |
| 6M | -13.4% | -68.4% | +55.0% | +0.4% |
| YTD | -16.1% | -36.4% | +20.3% | -17.0% |
| 1Y | -25.5% | +0.7% | -26.3% | -33.6% |
| 3Y | +42.5% | +455.3% | -412.8% | -26.6% |
| All | +49.5% | +20.8% | +28.7% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling