+61.5%
UBER vs STZ
-27.8%
+89.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +5.2% | +5.3% | -0.2% | +3.8% |
| 30D | -2.0% | +19.6% | -21.6% | -6.6% |
| 3M | -10.2% | +10.0% | -20.2% | -12.6% |
| 6M | -7.2% | -0.3% | -6.9% | -7.6% |
| YTD | -14.3% | +8.6% | -22.8% | -17.6% |
| 1Y | -25.6% | +16.6% | -42.1% | -30.1% |
| 3Y | +35.8% | -34.8% | +70.6% | +50.8% |
| 5Y | +61.5% | -27.8% | +89.3% | +53.3% |
| All | +61.5% | -27.8% | +89.3% | +53.3% |
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