+67.6%
UBER vs USFR
+23.5%
+44.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.3% |
| 30D | +0.6% | +0.4% | +0.2% | -1.1% |
| 3M | -8.2% | +1.1% | -9.2% | -12.7% |
| 6M | -6.7% | +2.0% | -8.7% | -15.7% |
| YTD | -14.7% | +3.5% | -18.2% | -28.6% |
| 1Y | -24.1% | +4.1% | -28.2% | -38.5% |
| 3Y | +33.4% | +14.4% | +19.0% | -33.5% |
| 5Y | +54.5% | +21.4% | +33.0% | -44.8% |
| All | +67.6% | +23.5% | +44.2% | -41.6% |
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