+82.2%
UBER vs ROL
+62.1%
+20.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.9% | -1.4% | -2.5% | -3.4% |
| 30D | +11.1% | -4.1% | +15.2% | +12.8% |
| 3M | +4.9% | -22.5% | +27.4% | +14.8% |
| 6M | -1.2% | -37.7% | +36.5% | +16.8% |
| YTD | -7.3% | -39.6% | +32.3% | +10.3% |
| 1Y | -17.6% | -36.0% | +18.4% | -4.5% |
| 3Y | +61.1% | -5.1% | +66.2% | +57.7% |
| 5Y | +87.9% | -3.4% | +91.3% | +77.5% |
| All | +82.2% | +62.1% | +20.2% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling