+75.9%
UBER vs XLF
+141.8%
-65.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.2% |
| 7D | -2.8% | +0.2% | -3.0% | -3.0% |
| 30D | -2.5% | -0.5% | -2.0% | -2.1% |
| 3M | +4.4% | +10.6% | -6.3% | -4.9% |
| 6M | -2.7% | +14.3% | -17.0% | -13.9% |
| YTD | -10.5% | +5.5% | -16.0% | -15.1% |
| 1Y | -22.5% | +9.6% | -32.1% | -29.1% |
| 3Y | +54.8% | +75.2% | -20.4% | -8.7% |
| 5Y | +82.5% | +65.5% | +17.0% | +14.9% |
| All | +75.9% | +141.8% | -65.9% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling