+85.0%
UBER vs RF
+89.8%
-4.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.9% | +1.3% | -5.2% | -4.4% |
| 30D | +11.1% | -3.6% | +14.7% | +12.8% |
| 3M | +4.9% | +8.1% | -3.2% | +1.0% |
| 6M | -1.2% | +11.5% | -12.6% | -6.4% |
| YTD | -7.3% | +15.6% | -22.9% | -14.1% |
| 1Y | -17.6% | +15.7% | -33.3% | -24.1% |
| 3Y | +61.1% | +86.9% | -25.8% | +13.9% |
| All | +85.0% | +89.8% | -4.8% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling