+42.5%
UBER vs RL
+240.1%
-197.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +5.1% | -4.2% | +9.3% | +6.5% |
| 30D | +0.2% | +4.3% | -4.1% | -1.2% |
| 3M | -2.7% | -4.6% | +1.9% | -1.4% |
| 6M | -13.4% | +1.7% | -15.1% | -14.3% |
| YTD | -16.1% | +7.3% | -23.4% | -18.8% |
| 1Y | -25.5% | +20.8% | -46.3% | -31.0% |
| 3Y | +42.5% | +247.0% | -204.5% | +7.5% |
| All | +42.5% | +240.1% | -197.6% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling