+65.0%
UBER vs RL
+246.0%
-181.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +5.1% | -4.2% | +9.3% | +6.8% |
| 30D | +0.2% | +4.3% | -4.1% | -1.5% |
| 3M | -2.7% | -4.6% | +1.9% | -1.1% |
| 6M | -13.4% | +1.7% | -15.1% | -15.0% |
| YTD | -16.1% | +7.3% | -23.4% | -19.9% |
| 1Y | -25.5% | +20.8% | -46.3% | -32.5% |
| 3Y | +42.5% | +247.0% | -204.5% | -20.5% |
| 5Y | +45.3% | +225.5% | -180.1% | -19.2% |
| All | +65.0% | +246.0% | -181.0% | -14.7% |
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