+72.4%
UBER vs USFR
+22.6%
+49.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.6% |
| 7D | -5.4% | +0.1% | -5.5% | -6.0% |
| 30D | -4.9% | +0.4% | -5.3% | -6.6% |
| 3M | +3.0% | +1.0% | +2.0% | -2.2% |
| 6M | -4.4% | +2.0% | -6.4% | -13.7% |
| YTD | -12.3% | +2.8% | -15.0% | -24.1% |
| 1Y | -24.3% | +4.1% | -28.4% | -39.0% |
| 3Y | +46.4% | +14.1% | +32.3% | -26.3% |
| 5Y | +79.7% | +20.6% | +59.1% | -33.6% |
| All | +72.4% | +22.6% | +49.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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