-25.5%
UBER vs RL
+9.8%
-35.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.9% |
| 7D | -7.0% | -0.3% | -6.8% | -6.9% |
| 30D | -8.9% | -17.5% | +8.6% | -4.4% |
| 3M | +1.0% | -14.0% | +15.0% | +4.9% |
| 6M | -3.7% | -2.0% | -1.8% | -3.2% |
| YTD | -13.0% | -4.6% | -8.4% | -11.8% |
| 1Y | -25.5% | +9.5% | -35.0% | -27.0% |
| All | -25.5% | +9.8% | -35.3% | -27.0% |
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