+72.4%
UBER vs SCHW
+161.5%
-89.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -5.4% | -1.9% | -3.5% | -4.6% |
| 30D | -4.9% | -1.6% | -3.3% | -4.3% |
| 3M | +3.0% | +21.3% | -18.2% | -5.3% |
| 6M | -4.4% | +16.5% | -20.9% | -10.9% |
| YTD | -12.3% | +8.4% | -20.7% | -16.0% |
| 1Y | -24.3% | +15.6% | -39.9% | -29.6% |
| 3Y | +46.4% | +86.8% | -40.4% | +8.9% |
| 5Y | +79.7% | +60.5% | +19.2% | +40.2% |
| All | +72.4% | +161.5% | -89.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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