-26.2%
UBER vs STZ
+14.7%
-40.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +3.9% |
| 7D | +7.0% | +13.0% | -5.9% | +4.8% |
| 30D | +0.6% | +29.4% | -28.9% | -3.6% |
| 3M | -2.9% | +11.6% | -14.5% | -4.9% |
| 6M | -5.5% | -0.2% | -5.3% | -7.0% |
| YTD | -14.5% | +8.6% | -23.0% | -18.1% |
| 1Y | -26.2% | +15.9% | -42.1% | -30.5% |
| All | -26.2% | +14.7% | -40.9% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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