+35.3%
UBER vs XLP
+44.0%
-8.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -1.1% | +8.3% | -9.5% | -2.9% |
| 3M | -10.0% | +8.7% | -18.7% | -11.7% |
| 6M | -7.2% | +11.2% | -18.4% | -9.1% |
| YTD | -13.5% | +20.0% | -33.5% | -16.9% |
| 1Y | -24.5% | +21.3% | -45.8% | -27.6% |
| All | +35.3% | +44.0% | -8.7% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling