+82.2%
UBER vs XLB
+123.5%
-41.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.1% |
| 7D | -3.9% | -1.4% | -2.5% | -2.6% |
| 30D | +11.1% | -0.4% | +11.5% | +11.6% |
| 3M | +4.9% | +2.0% | +2.9% | +2.6% |
| 6M | -1.2% | +1.8% | -3.0% | -3.6% |
| YTD | -7.3% | +16.6% | -23.9% | -21.7% |
| 1Y | -17.6% | +16.9% | -34.6% | -31.0% |
| 3Y | +61.1% | +32.6% | +28.5% | +17.9% |
| 5Y | +87.9% | +35.6% | +52.3% | +36.0% |
| All | +82.2% | +123.5% | -41.2% | -26.5% |
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