+42.0%
UBER vs S
-48.9%
+90.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.0% | -4.3% | +1.6% |
| 7D | +6.7% | +1.6% | +5.1% | +6.1% |
| 30D | -0.5% | -10.5% | +10.0% | +1.8% |
| 3M | -5.1% | +9.9% | -15.0% | -9.4% |
| 6M | -5.7% | +41.8% | -47.4% | -17.1% |
| YTD | -12.9% | +56.8% | -69.7% | -26.7% |
| 1Y | -22.6% | +39.0% | -61.6% | -32.9% |
| 3Y | +42.2% | +53.8% | -11.6% | +13.0% |
| 5Y | +56.4% | -68.6% | +125.0% | +63.4% |
| All | +42.0% | -48.9% | +90.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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