+75.9%
UBER vs ROK
+190.9%
-114.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.9% |
| 7D | -2.8% | +2.8% | -5.6% | -4.2% |
| 30D | -2.5% | -2.4% | -0.1% | -1.4% |
| 3M | +4.4% | -4.7% | +9.1% | +5.8% |
| 6M | -2.7% | +16.8% | -19.4% | -12.6% |
| YTD | -10.5% | +11.4% | -21.9% | -18.2% |
| 1Y | -22.5% | +26.2% | -48.7% | -34.3% |
| 3Y | +54.8% | +51.9% | +3.0% | +12.2% |
| 5Y | +82.5% | +46.4% | +36.1% | +30.8% |
| All | +75.9% | +190.9% | -114.9% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling