+62.7%
UBER vs XLP
+27.4%
+35.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.9% | -1.0% | -2.9% | -3.6% |
| 30D | +11.1% | -0.9% | +12.0% | +11.4% |
| 3M | +4.9% | +3.8% | +1.1% | +4.3% |
| 6M | -1.2% | -1.7% | +0.6% | -0.7% |
| YTD | -7.3% | +10.3% | -17.5% | -10.0% |
| 1Y | -17.6% | +7.8% | -25.4% | -19.3% |
| All | +62.7% | +27.4% | +35.3% | +49.0% |
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