-22.5%
UBER vs STM
+95.2%
-117.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -2.8% | +5.2% | -8.0% | -2.9% |
| 30D | -2.5% | -7.4% | +4.8% | -2.3% |
| 3M | +4.4% | -30.6% | +35.0% | +5.5% |
| 6M | -2.7% | +66.4% | -69.0% | -10.3% |
| YTD | -10.5% | +101.1% | -111.6% | -20.9% |
| 1Y | -22.5% | +97.4% | -119.9% | -33.3% |
| All | -22.5% | +95.2% | -117.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling