+68.5%
UBER vs T
+59.7%
+8.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +5.2% | +2.6% | +2.6% | +4.5% |
| 30D | -2.0% | -1.1% | -1.0% | -1.8% |
| 3M | -10.2% | -7.7% | -2.5% | -8.7% |
| 6M | -7.2% | -10.6% | +3.5% | -5.1% |
| YTD | -14.3% | -7.5% | -6.8% | -14.0% |
| 1Y | -25.6% | -7.4% | -18.1% | -25.4% |
| 3Y | +35.8% | +63.1% | -27.3% | +9.0% |
| 5Y | +61.5% | +55.2% | +6.3% | +28.8% |
| All | +68.5% | +59.7% | +8.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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