+81.9%
UBER vs XLF
+62.9%
+19.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.4% |
| 7D | -4.5% | -2.9% | -1.6% | -1.6% |
| 30D | -7.6% | -1.6% | -6.0% | -6.1% |
| 3M | +5.8% | +9.3% | -3.5% | -3.4% |
| 6M | +0.3% | +14.6% | -14.3% | -12.7% |
| YTD | -11.2% | +4.7% | -15.9% | -15.6% |
| 1Y | -23.0% | +8.6% | -31.6% | -29.7% |
| 3Y | +53.6% | +73.9% | -20.3% | -18.2% |
| 5Y | +81.9% | +65.0% | +16.9% | +8.3% |
| All | +81.9% | +62.9% | +19.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling