+70.0%
UBER vs STZ
-17.9%
+87.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.6% |
| 30D | -1.1% | +14.9% | -16.1% | -7.1% |
| 3M | -10.0% | +8.4% | -18.4% | -13.5% |
| 6M | -7.2% | +2.8% | -10.0% | -9.0% |
| YTD | -13.5% | +7.5% | -21.0% | -18.4% |
| 1Y | -24.5% | +12.5% | -37.0% | -30.5% |
| 3Y | +37.0% | -35.4% | +72.4% | +60.1% |
| 5Y | +63.3% | -29.3% | +92.6% | +77.4% |
| All | +70.0% | -17.9% | +87.9% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling