+71.0%
UBER vs QSR
+48.2%
+22.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.7% |
| 7D | -7.0% | -2.4% | -4.7% | -5.5% |
| 30D | -8.9% | +5.7% | -14.6% | -12.3% |
| 3M | +1.0% | +6.9% | -5.9% | -3.7% |
| 6M | -3.7% | +6.9% | -10.6% | -9.3% |
| YTD | -13.0% | +14.9% | -27.9% | -22.6% |
| 1Y | -25.5% | +29.1% | -54.6% | -39.4% |
| 3Y | +50.5% | +26.1% | +24.3% | +20.1% |
| 5Y | +76.2% | +42.3% | +33.8% | +27.2% |
| All | +71.0% | +48.2% | +22.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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