+75.9%
UBER vs TRU
+22.9%
+53.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.0% |
| 7D | -2.8% | -7.2% | +4.4% | +0.9% |
| 30D | -2.5% | -2.8% | +0.3% | -1.3% |
| 3M | +4.4% | +13.0% | -8.6% | -2.8% |
| 6M | -2.7% | +0.7% | -3.3% | -4.3% |
| YTD | -10.5% | -9.0% | -1.5% | -8.7% |
| 1Y | -22.5% | -16.3% | -6.2% | -18.4% |
| 3Y | +54.8% | -1.1% | +55.9% | +35.7% |
| 5Y | +82.5% | -36.0% | +118.5% | +118.3% |
| All | +75.9% | +22.9% | +53.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 all: compounded portfolio wealth divided by compounded TRU 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…
all analysis · Full analysis span regression · 6 months rolling