+49.5%
UBER vs XLP
+40.8%
+8.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | +5.1% | +0.7% | +4.4% | +4.8% |
| 30D | +0.2% | +10.3% | -10.1% | -4.4% |
| 3M | -2.7% | +6.5% | -9.2% | -5.6% |
| 6M | -13.4% | +8.4% | -21.7% | -16.6% |
| YTD | -16.1% | +18.2% | -34.3% | -23.3% |
| 1Y | -25.5% | +22.4% | -48.0% | -33.4% |
| 3Y | +42.5% | +41.9% | +0.6% | +12.6% |
| All | +49.5% | +40.8% | +8.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling