+75.9%
UBER vs UMC
+1,448.8%
-1,372.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.1% | -8.5% | -5.0% |
| 7D | -2.8% | +6.6% | -9.4% | -4.9% |
| 30D | -2.5% | +16.6% | -19.1% | -7.4% |
| 3M | +4.4% | +11.0% | -6.6% | -3.0% |
| 6M | -2.7% | +131.3% | -134.0% | -32.4% |
| YTD | -10.5% | +182.5% | -193.0% | -44.1% |
| 1Y | -22.5% | +222.3% | -244.8% | -54.3% |
| 3Y | +54.8% | +253.0% | -198.2% | -14.4% |
| 5Y | +82.5% | +141.8% | -59.3% | +12.0% |
| All | +75.9% | +1,448.8% | -1,372.9% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling