+48.3%
UBER vs XYZ
+46.5%
+1.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -4.5% | -5.2% | +0.7% | -3.2% |
| 30D | -7.6% | 0.0% | -7.6% | -7.7% |
| 3M | +5.8% | +18.7% | -12.9% | +1.2% |
| 6M | +0.3% | +20.5% | -20.3% | -4.8% |
| YTD | -11.2% | +21.5% | -32.7% | -16.5% |
| 1Y | -23.0% | +7.2% | -30.2% | -25.6% |
| All | +48.3% | +46.5% | +1.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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