+81.9%
UBER vs UMC
+134.9%
-53.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.9% |
| 7D | -4.5% | +11.4% | -15.9% | -7.9% |
| 30D | -7.6% | +16.8% | -24.4% | -12.5% |
| 3M | +5.8% | +19.1% | -13.3% | -5.0% |
| 6M | +0.3% | +137.4% | -137.2% | -34.2% |
| YTD | -11.2% | +186.4% | -197.6% | -48.9% |
| 1Y | -23.0% | +229.1% | -252.1% | -58.9% |
| 3Y | +53.6% | +257.9% | -204.3% | -25.8% |
| 5Y | +81.9% | +137.5% | -55.6% | -0.8% |
| All | +81.9% | +134.9% | -53.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 5y: compounded portfolio wealth divided by compounded UMC 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…
5y analysis · Full analysis span regression · 6 months rolling