+75.9%
UBER vs XEL
+71.2%
+4.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.7% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -2.5% | -1.5% | -1.0% | -2.4% |
| 3M | +4.4% | -0.2% | +4.6% | +4.4% |
| 6M | -2.7% | -5.4% | +2.8% | -2.1% |
| YTD | -10.5% | +5.6% | -16.1% | -11.5% |
| 1Y | -22.5% | +10.5% | -33.0% | -23.9% |
| 3Y | +54.8% | +49.2% | +5.6% | +42.8% |
| 5Y | +82.5% | +30.1% | +52.4% | +72.8% |
| All | +75.9% | +71.2% | +4.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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