+82.2%
UBER vs STRL
+3,907.3%
-3,825.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.0% | -1.4% |
| 7D | -3.9% | +3.4% | -7.3% | -4.5% |
| 30D | +11.1% | -9.2% | +20.4% | +12.7% |
| 3M | +4.9% | -51.0% | +56.0% | +18.4% |
| 6M | -1.2% | +15.8% | -16.9% | -12.9% |
| YTD | -7.3% | +58.9% | -66.1% | -25.7% |
| 1Y | -17.6% | +68.5% | -86.2% | -36.4% |
| 3Y | +61.1% | +485.2% | -424.2% | -21.7% |
| 5Y | +87.9% | +2,005.1% | -1,917.2% | -42.3% |
| All | +82.2% | +3,907.3% | -3,825.1% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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