+67.6%
UBER vs RF
+164.0%
-96.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | +1.6% | +1.9% | -0.3% | +0.6% |
| 30D | +0.6% | +7.3% | -6.7% | -3.0% |
| 3M | -8.2% | -7.9% | -0.2% | -4.4% |
| 6M | -6.7% | +10.5% | -17.2% | -12.0% |
| YTD | -14.7% | +9.6% | -24.4% | -19.7% |
| 1Y | -24.1% | +20.3% | -44.4% | -32.1% |
| 3Y | +33.4% | +119.5% | -86.1% | -16.8% |
| 5Y | +54.5% | +48.2% | +6.3% | +16.2% |
| All | +67.6% | +164.0% | -96.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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