+33.4%
UBER vs XLI
+72.0%
-38.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +1.6% | +3.8% | -2.2% | -1.8% |
| 30D | +0.6% | +1.0% | -0.5% | -0.6% |
| 3M | -8.2% | -8.9% | +0.8% | +0.1% |
| 6M | -6.7% | -2.3% | -4.4% | -6.4% |
| YTD | -14.7% | +9.7% | -24.4% | -26.1% |
| 1Y | -24.1% | +12.3% | -36.4% | -36.2% |
| 3Y | +33.4% | +71.5% | -38.1% | -33.8% |
| All | +33.4% | +72.0% | -38.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 3y: compounded portfolio wealth divided by compounded XLI 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…
3y analysis · Full analysis span regression · 6 months rolling