-1.0%
UBER vs UMAC
+40.4%
-41.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.3% | -12.8% | -3.5% |
| 7D | -2.8% | +14.7% | -17.5% | -2.9% |
| 30D | -2.5% | -0.5% | -2.0% | -2.6% |
| 3M | +4.4% | +0.5% | +3.9% | +4.7% |
| All | -1.0% | +40.4% | -41.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 6mo: compounded portfolio wealth divided by compounded UMAC 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…
6mo analysis · Full analysis span regression · 6 months rolling