+31.5%
UBER vs PL
+84.9%
-53.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -3.9% | -9.3% | +5.4% | -2.4% |
| 30D | +11.1% | -18.9% | +30.0% | +14.6% |
| 3M | +4.9% | -58.4% | +63.3% | +18.5% |
| 6M | -1.2% | -30.3% | +29.1% | -0.8% |
| YTD | -7.3% | -8.1% | +0.8% | -12.8% |
| 1Y | -17.6% | +180.5% | -198.1% | -40.5% |
| 3Y | +61.1% | +444.1% | -383.1% | -12.2% |
| 5Y | +87.9% | +83.0% | +4.9% | +14.0% |
| All | +31.5% | +84.9% | -53.4% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling