+67.6%
UBER vs UL
+26.3%
+41.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +0.6% | +4.5% | -3.9% | -1.1% |
| 3M | -8.2% | +6.5% | -14.6% | -10.4% |
| 6M | -6.7% | +18.2% | -24.9% | -12.7% |
| YTD | -14.7% | +4.7% | -19.4% | -17.0% |
| 1Y | -24.1% | +0.8% | -24.8% | -25.2% |
| 3Y | +33.4% | +35.9% | -2.5% | +11.4% |
| 5Y | +54.5% | +33.4% | +21.0% | +28.0% |
| All | +67.6% | +26.3% | +41.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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