+75.9%
UBER vs XLI
+159.7%
-83.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.0% |
| 7D | -2.8% | +1.0% | -3.8% | -3.8% |
| 30D | -2.5% | -5.8% | +3.3% | +3.6% |
| 3M | +4.4% | +0.7% | +3.7% | +2.6% |
| 6M | -2.7% | +3.2% | -5.8% | -7.2% |
| YTD | -10.5% | +13.0% | -23.5% | -23.1% |
| 1Y | -22.5% | +16.8% | -39.3% | -35.7% |
| 3Y | +54.8% | +72.4% | -17.6% | -14.6% |
| 5Y | +82.5% | +82.8% | -0.3% | -3.8% |
| All | +75.9% | +159.7% | -83.7% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling