+82.5%
UBER vs STZ
-36.5%
+119.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.1% | -2.0% |
| 7D | -2.8% | -7.4% | +4.6% | -0.8% |
| 30D | -2.5% | -10.9% | +8.4% | +0.4% |
| 3M | +4.4% | -13.4% | +17.8% | +8.1% |
| 6M | -2.7% | -16.2% | +13.5% | +1.2% |
| YTD | -10.5% | -10.4% | -0.1% | -9.3% |
| 1Y | -22.5% | -14.8% | -7.7% | -20.5% |
| 3Y | +54.8% | -50.1% | +105.0% | +88.1% |
| 5Y | +82.5% | -38.8% | +121.3% | +102.9% |
| All | +82.5% | -36.5% | +119.1% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling