+71.2%
UBER vs RL
+266.1%
-194.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.1% | +1.4% |
| 7D | +6.7% | +0.2% | +6.4% | +6.5% |
| 30D | -0.5% | +7.3% | -7.8% | -3.4% |
| 3M | -5.1% | +1.0% | -6.2% | -5.8% |
| 6M | -5.7% | +11.8% | -17.4% | -10.9% |
| YTD | -12.9% | +13.6% | -26.5% | -18.7% |
| 1Y | -22.6% | +24.0% | -46.7% | -30.6% |
| 3Y | +42.2% | +256.6% | -214.4% | -21.4% |
| 5Y | +56.4% | +240.2% | -183.8% | -14.6% |
| All | +71.2% | +266.1% | -194.9% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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