+53.2%
UBER vs XLB
+28.9%
+24.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -3.1% | +5.3% | -8.4% | -7.5% |
| 3M | -8.3% | 0.0% | -8.3% | -8.3% |
| 6M | -9.5% | +1.2% | -10.7% | -10.9% |
| YTD | -15.4% | +16.9% | -32.3% | -28.7% |
| 1Y | -26.1% | +20.9% | -47.0% | -40.0% |
| 3Y | +34.0% | +43.3% | -9.3% | -11.1% |
| 5Y | +53.2% | +28.3% | +24.9% | +21.5% |
| All | +53.2% | +28.9% | +24.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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