+81.9%
UBER vs USFR
+20.4%
+61.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.0% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | -7.6% | +0.3% | -7.9% | -8.5% |
| 3M | +5.8% | +1.0% | +4.8% | +2.4% |
| 6M | +0.3% | +1.9% | -1.6% | -6.5% |
| YTD | -11.2% | +2.7% | -13.9% | -19.7% |
| 1Y | -23.0% | +4.0% | -27.0% | -34.0% |
| 3Y | +53.6% | +14.1% | +39.5% | +1.9% |
| 5Y | +81.9% | +20.5% | +61.4% | +6.6% |
| All | +81.9% | +20.4% | +61.5% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling