+67.6%
UBER vs XLB
+123.6%
-56.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.1% |
| 30D | +0.6% | +5.2% | -4.6% | -4.1% |
| 3M | -8.2% | +0.3% | -8.5% | -8.5% |
| 6M | -6.7% | +1.2% | -7.9% | -8.3% |
| YTD | -14.7% | +16.6% | -31.4% | -28.1% |
| 1Y | -24.1% | +21.4% | -45.5% | -38.6% |
| 3Y | +33.4% | +43.2% | -9.8% | -10.0% |
| 5Y | +54.5% | +28.0% | +26.4% | +18.4% |
| All | +67.6% | +123.6% | -56.0% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling