+55.3%
UBER vs USAR
-18.3%
+73.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.8% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | -1.1% | -30.1% | +28.9% | -0.6% |
| 3M | -10.0% | -56.3% | +46.3% | -8.7% |
| 6M | -7.2% | -68.6% | +61.4% | -5.5% |
| YTD | -13.5% | -30.5% | +17.0% | -13.5% |
| 1Y | -24.5% | -53.5% | +29.0% | -24.2% |
| 3Y | +37.0% | -19.3% | +56.3% | +62.1% |
| All | +55.3% | -18.3% | +73.6% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling