+82.2%
UBER vs ROST
+156.5%
-74.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | -3.9% | +0.9% | -4.8% | -4.4% |
| 30D | +11.1% | -8.9% | +20.0% | +16.9% |
| 3M | +4.9% | -0.8% | +5.7% | +4.8% |
| 6M | -1.2% | +8.5% | -9.6% | -7.1% |
| YTD | -7.3% | +28.6% | -35.9% | -21.5% |
| 1Y | -17.6% | +52.3% | -70.0% | -37.3% |
| 3Y | +61.1% | +94.8% | -33.8% | +2.4% |
| 5Y | +87.9% | +110.8% | -22.9% | +9.5% |
| All | +82.2% | +156.5% | -74.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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