-7.6%
UBER vs UMAC
+549.5%
-557.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.3% | -12.8% | -3.8% |
| 7D | -2.8% | +14.7% | -17.5% | -3.2% |
| 30D | -2.5% | -0.5% | -2.0% | -2.7% |
| 3M | +4.4% | +0.5% | +3.9% | +3.7% |
| 6M | -2.7% | +57.9% | -60.6% | -6.1% |
| YTD | -10.5% | +103.9% | -114.4% | -14.8% |
| 1Y | -22.5% | +159.3% | -181.8% | -27.2% |
| All | -7.6% | +549.5% | -557.1% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling