-26.2%
UBER vs XLP
+24.3%
-50.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +3.9% |
| 7D | +7.0% | +5.9% | +1.2% | +5.4% |
| 30D | +0.6% | +13.5% | -12.9% | -2.1% |
| 3M | -2.9% | +8.4% | -11.3% | -4.8% |
| 6M | -5.5% | +11.5% | -17.0% | -6.7% |
| YTD | -14.5% | +20.6% | -35.1% | -15.7% |
| 1Y | -26.2% | +24.3% | -50.5% | -27.2% |
| All | -26.2% | +24.3% | -50.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling