+67.6%
UBER vs SPOT
+354.8%
-287.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | +0.6% | +16.9% | -16.3% | -6.1% |
| 3M | -8.2% | +23.0% | -31.1% | -16.4% |
| 6M | -6.7% | +42.2% | -48.9% | -21.0% |
| YTD | -14.7% | +5.5% | -20.2% | -19.8% |
| 1Y | -24.1% | -5.1% | -19.0% | -25.4% |
| 3Y | +33.4% | +257.9% | -224.5% | -33.5% |
| 5Y | +54.5% | +118.4% | -63.9% | -13.9% |
| All | +67.6% | +354.8% | -287.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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