+65.0%
UBER vs XLP
+94.8%
-29.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | +5.1% | +0.7% | +4.4% | +4.7% |
| 30D | +0.2% | +10.3% | -10.1% | -5.3% |
| 3M | -2.7% | +6.5% | -9.2% | -6.2% |
| 6M | -13.4% | +8.4% | -21.7% | -17.4% |
| YTD | -16.1% | +18.2% | -34.3% | -24.5% |
| 1Y | -25.5% | +22.4% | -48.0% | -34.5% |
| 3Y | +42.5% | +41.9% | +0.6% | +11.6% |
| 5Y | +45.3% | +40.9% | +4.5% | +14.4% |
| All | +65.0% | +94.8% | -29.8% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling