+70.0%
UBER vs ROL
+74.8%
-4.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | -1.1% | +20.6% | -21.7% | -7.7% |
| 3M | -10.0% | +4.5% | -14.5% | -11.6% |
| 6M | -7.2% | -26.5% | +19.3% | +3.1% |
| YTD | -13.5% | -34.8% | +21.3% | -0.1% |
| 1Y | -24.5% | -33.2% | +8.7% | -13.7% |
| 3Y | +37.0% | +4.5% | +32.6% | +29.6% |
| 5Y | +63.3% | +15.5% | +47.8% | +44.8% |
| All | +70.0% | +74.8% | -4.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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