-24.1%
UBER vs ROP
+6.9%
-30.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | +0.6% | +28.8% | -28.2% | -6.8% |
| 3M | -8.2% | +21.1% | -29.2% | -13.3% |
| 6M | -6.7% | +52.5% | -59.2% | -17.4% |
| YTD | -14.7% | +8.9% | -23.6% | -17.2% |
| 1Y | -24.1% | +8.2% | -32.3% | -25.8% |
| All | -24.1% | +6.9% | -30.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling