+72.4%
UBER vs ROK
+190.4%
-117.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.1% |
| 7D | -5.4% | -1.2% | -4.1% | -4.8% |
| 30D | -4.9% | -4.8% | -0.1% | -2.5% |
| 3M | +3.0% | -6.1% | +9.1% | +5.3% |
| 6M | -4.4% | +15.5% | -19.9% | -13.7% |
| YTD | -12.3% | +11.2% | -23.5% | -19.8% |
| 1Y | -24.3% | +23.8% | -48.1% | -35.1% |
| 3Y | +46.4% | +53.1% | -6.7% | +5.6% |
| 5Y | +79.7% | +48.3% | +31.4% | +27.6% |
| All | +72.4% | +190.4% | -117.9% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling