+82.2%
UBER vs USFR
+22.5%
+59.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -3.9% | +0.1% | -3.9% | -4.2% |
| 30D | +11.1% | +0.3% | +10.8% | +9.5% |
| 3M | +4.9% | +1.0% | +3.9% | -0.3% |
| 6M | -1.2% | +1.9% | -3.1% | -10.7% |
| YTD | -7.3% | +2.6% | -9.9% | -19.2% |
| 1Y | -17.6% | +4.0% | -21.6% | -33.4% |
| 3Y | +61.1% | +14.1% | +47.0% | -18.9% |
| 5Y | +87.9% | +20.4% | +67.5% | -30.1% |
| All | +82.2% | +22.5% | +59.8% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling