-24.4%
UBER vs RL
+22.3%
-46.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.1% | +2.1% |
| 7D | +6.7% | +0.2% | +6.4% | +6.5% |
| 30D | -0.5% | +7.3% | -7.8% | -2.4% |
| 3M | -5.1% | +1.0% | -6.2% | -5.7% |
| 6M | -5.7% | +11.8% | -17.4% | -7.8% |
| YTD | -12.9% | +13.6% | -26.5% | -15.3% |
| All | -24.4% | +22.3% | -46.7% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling