+71.0%
UBER vs XYZ
+20.4%
+50.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | -7.0% | -3.7% | -3.3% | -5.6% |
| 30D | -8.9% | +0.5% | -9.4% | -9.3% |
| 3M | +1.0% | +16.3% | -15.3% | -5.3% |
| 6M | -3.7% | +21.1% | -24.9% | -12.0% |
| YTD | -13.0% | +22.0% | -35.0% | -22.0% |
| 1Y | -25.5% | +5.2% | -30.7% | -29.9% |
| 3Y | +50.5% | +49.6% | +0.9% | +8.2% |
| 5Y | +76.2% | -68.4% | +144.6% | +129.8% |
| All | +71.0% | +20.4% | +50.6% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling