+82.4%
UBER vs RVMD
+634.9%
-552.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | -2.8% | -1.2% | -1.6% | -2.6% |
| 30D | -2.5% | +1.1% | -3.6% | -2.9% |
| 3M | +4.4% | +39.6% | -35.2% | -3.1% |
| 6M | -2.7% | +110.7% | -113.4% | -18.8% |
| YTD | -10.5% | +160.3% | -170.8% | -30.0% |
| 1Y | -22.5% | +404.9% | -427.4% | -48.2% |
| 3Y | +54.8% | +545.5% | -490.6% | -9.5% |
| 5Y | +82.5% | +584.7% | -502.2% | -5.6% |
| All | +82.4% | +634.9% | -552.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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