-24.6%
UBER vs ROP
-24.2%
-0.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | -7.0% | -6.1% | -0.9% | -5.5% |
| 30D | -8.9% | -3.4% | -5.6% | -8.1% |
| 3M | +1.0% | +16.7% | -15.7% | -2.3% |
| 6M | -3.7% | +8.1% | -11.8% | -5.9% |
| YTD | -13.0% | -11.7% | -1.3% | -14.6% |
| All | -24.6% | -24.2% | -0.4% | -27.7% |
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