+67.6%
UBER vs Z
-23.2%
+90.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | -0.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | +0.6% | +5.2% | -4.6% | -2.2% |
| 3M | -8.2% | -17.0% | +8.9% | -2.8% |
| 6M | -6.7% | -22.7% | +16.0% | +0.6% |
| YTD | -14.7% | -56.3% | +41.6% | +13.0% |
| 1Y | -24.1% | -57.7% | +33.6% | +1.4% |
| 3Y | +33.4% | -16.5% | +50.0% | +24.5% |
| 5Y | +54.5% | -53.4% | +107.9% | +71.0% |
| All | +67.6% | -23.2% | +90.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling