+66.3%
UBER vs ROL
+72.2%
-6.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.7% |
| 7D | +0.5% | -1.7% | +2.2% | +1.1% |
| 30D | -3.1% | +18.5% | -21.6% | -8.9% |
| 3M | -8.3% | +4.3% | -12.6% | -9.9% |
| 6M | -9.5% | -27.7% | +18.2% | +1.2% |
| YTD | -15.4% | -35.8% | +20.4% | -1.8% |
| 1Y | -26.1% | -34.1% | +8.0% | -15.2% |
| 3Y | +34.0% | +2.9% | +31.1% | +27.4% |
| 5Y | +53.2% | +12.7% | +40.5% | +37.1% |
| All | +66.3% | +72.2% | -6.0% | +9.7% |
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 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