+85.0%
UBER vs XLP
+32.7%
+52.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -3.9% | -1.0% | -2.9% | -3.4% |
| 30D | +11.1% | -0.9% | +12.0% | +11.6% |
| 3M | +4.9% | +3.8% | +1.1% | +3.2% |
| 6M | -1.2% | -1.7% | +0.6% | -0.4% |
| YTD | -7.3% | +10.3% | -17.5% | -12.4% |
| 1Y | -17.6% | +7.8% | -25.4% | -21.4% |
| 3Y | +61.1% | +27.2% | +33.9% | +35.6% |
| All | +85.0% | +32.7% | +52.3% | +50.8% |
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