+82.5%
UBER vs XRT
-1.7%
+84.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -1.7% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | -2.5% | -5.6% | +3.1% | +2.3% |
| 3M | +4.4% | +2.5% | +1.8% | +2.3% |
| 6M | -2.7% | +3.7% | -6.3% | -5.9% |
| YTD | -10.5% | +1.0% | -11.5% | -11.9% |
| 1Y | -22.5% | -1.2% | -21.3% | -22.8% |
| 3Y | +54.8% | +43.4% | +11.4% | +5.9% |
| 5Y | +82.5% | -0.7% | +83.2% | +84.6% |
| All | +82.5% | -1.7% | +84.2% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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