-26.2%
UBER vs ROK
+25.3%
-51.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | +0.6% | -2.5% | +3.0% | +0.9% |
| 3M | -2.9% | 0.0% | -2.9% | -3.0% |
| 6M | -5.5% | +11.6% | -17.1% | -8.3% |
| YTD | -14.5% | +15.2% | -29.7% | -19.3% |
| 1Y | -26.2% | +25.0% | -51.2% | -33.7% |
| All | -26.2% | +25.3% | -51.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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