-24.6%
UBER vs STZ
-14.3%
-10.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -7.0% | -6.0% | -1.0% | -6.3% |
| 30D | -8.9% | -8.9% | 0.0% | -8.0% |
| 3M | +1.0% | -12.6% | +13.5% | +2.1% |
| 6M | -3.7% | -17.2% | +13.5% | -2.7% |
| YTD | -13.0% | -10.0% | -3.0% | -13.0% |
| All | -24.6% | -14.3% | -10.2% | -25.2% |
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