+82.2%
UBER vs RL
+221.7%
-139.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.6% |
| 30D | +11.1% | -7.8% | +18.9% | +14.7% |
| 3M | +4.9% | -4.0% | +8.9% | +6.2% |
| 6M | -1.2% | -1.9% | +0.7% | -1.8% |
| YTD | -7.3% | -0.2% | -7.1% | -8.7% |
| 1Y | -17.6% | +10.7% | -28.3% | -22.7% |
| 3Y | +61.1% | +210.8% | -149.7% | -5.9% |
| 5Y | +87.9% | +238.2% | -150.3% | +3.2% |
| All | +82.2% | +221.7% | -139.5% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling