+76.2%
UBER vs ROL
-6.0%
+82.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | -7.0% | -3.3% | -3.7% | -5.9% |
| 30D | -8.9% | -7.2% | -1.7% | -6.4% |
| 3M | +1.0% | -27.0% | +28.0% | +12.6% |
| 6M | -3.7% | -39.5% | +35.8% | +14.3% |
| YTD | -13.0% | -41.8% | +28.8% | +4.2% |
| 1Y | -25.5% | -38.9% | +13.3% | -12.8% |
| 3Y | +50.5% | -0.4% | +50.9% | +42.4% |
| 5Y | +76.2% | -4.2% | +80.4% | +58.7% |
| All | +76.2% | -6.0% | +82.1% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling