+78.9%
UBER vs XLI
+80.9%
-2.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.4% |
| 7D | -5.4% | -1.7% | -3.7% | -3.6% |
| 30D | -4.9% | -7.3% | +2.4% | +3.3% |
| 3M | +3.0% | -1.3% | +4.4% | +3.4% |
| 6M | -4.4% | +2.2% | -6.6% | -8.7% |
| YTD | -12.3% | +11.7% | -24.0% | -25.6% |
| 1Y | -24.3% | +14.3% | -38.6% | -37.6% |
| 3Y | +46.4% | +70.3% | -23.9% | -27.7% |
| All | +78.9% | +80.9% | -2.1% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling