+72.4%
UBER vs XLF
+141.6%
-69.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | -5.4% | -1.5% | -3.9% | -4.1% |
| 30D | -4.9% | -1.2% | -3.7% | -3.9% |
| 3M | +3.0% | +9.2% | -6.1% | -5.0% |
| 6M | -4.4% | +16.3% | -20.7% | -16.7% |
| YTD | -12.3% | +5.4% | -17.7% | -16.7% |
| 1Y | -24.3% | +7.6% | -31.9% | -29.6% |
| 3Y | +46.4% | +74.2% | -27.8% | -13.2% |
| 5Y | +79.7% | +66.1% | +13.5% | +12.8% |
| All | +72.4% | +141.6% | -69.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 10y: compounded portfolio wealth divided by compounded XLF 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…
10y analysis · Full analysis span regression · 6 months rolling