+82.2%
UBER vs UL
+21.5%
+60.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.9% | -1.3% | -2.5% | -3.4% |
| 30D | +11.1% | +0.5% | +10.6% | +10.9% |
| 3M | +4.9% | +17.6% | -12.7% | -1.5% |
| 6M | -1.2% | -5.4% | +4.2% | +0.6% |
| YTD | -7.3% | +0.7% | -8.0% | -8.3% |
| 1Y | -17.6% | -9.3% | -8.4% | -15.4% |
| 3Y | +61.1% | +24.5% | +36.5% | +40.0% |
| 5Y | +87.9% | +23.2% | +64.7% | +61.5% |
| All | +82.2% | +21.5% | +60.7% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling