+78.9%
UBER vs XLU
+42.8%
+36.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -5.4% | -1.6% | -3.8% | -4.9% |
| 30D | -4.9% | -3.3% | -1.6% | -3.8% |
| 3M | +3.0% | -3.2% | +6.2% | +4.2% |
| 6M | -4.4% | -7.0% | +2.6% | -2.2% |
| YTD | -12.3% | +0.6% | -12.9% | -13.3% |
| 1Y | -24.3% | +2.4% | -26.7% | -25.7% |
| 3Y | +46.4% | +46.3% | +0.2% | +22.6% |
| All | +78.9% | +42.8% | +36.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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