+74.5%
UBER vs RSG
+197.5%
-122.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | -4.5% | -1.8% | -2.7% | -3.6% |
| 30D | -7.6% | +2.8% | -10.4% | -8.8% |
| 3M | +5.8% | +4.3% | +1.5% | +3.6% |
| 6M | +0.3% | -0.5% | +0.8% | +0.1% |
| YTD | -11.2% | +5.2% | -16.4% | -14.1% |
| 1Y | -23.0% | -2.1% | -20.8% | -22.9% |
| 3Y | +53.6% | +56.5% | -2.9% | +15.9% |
| 5Y | +81.9% | +89.5% | -7.6% | +19.6% |
| All | +74.5% | +197.5% | -122.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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