+82.5%
UBER vs SO
+61.3%
+21.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.5% |
| 7D | -2.8% | +1.0% | -3.8% | -2.9% |
| 30D | -2.5% | -3.2% | +0.7% | -2.3% |
| 3M | +4.4% | -1.7% | +6.1% | +4.6% |
| 6M | -2.7% | -7.2% | +4.5% | -2.1% |
| YTD | -10.5% | +4.6% | -15.1% | -11.1% |
| 1Y | -22.5% | +1.2% | -23.7% | -22.8% |
| 3Y | +54.8% | +45.3% | +9.5% | +44.2% |
| 5Y | +82.5% | +58.7% | +23.8% | +68.1% |
| All | +82.5% | +61.3% | +21.2% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 5y: compounded portfolio wealth divided by compounded SO 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…
5y analysis · Full analysis span regression · 6 months rolling