+65.0%
UBER vs RF
+159.0%
-94.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +5.1% | -0.9% | +6.0% | +5.6% |
| 30D | +0.2% | +6.0% | -5.8% | -2.7% |
| 3M | -2.7% | -8.9% | +6.2% | +1.9% |
| 6M | -13.4% | +2.3% | -15.7% | -15.0% |
| YTD | -16.1% | +7.6% | -23.6% | -20.3% |
| 1Y | -25.5% | +21.2% | -46.7% | -33.7% |
| 3Y | +42.5% | +108.5% | -66.1% | -8.7% |
| 5Y | +45.3% | +43.2% | +2.1% | +11.3% |
| All | +65.0% | +159.0% | -94.0% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling