+71.0%
UBER vs Z
-17.2%
+88.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -7.0% | -7.1% | 0.0% | -4.4% |
| 30D | -8.9% | -4.8% | -4.1% | -7.5% |
| 3M | +1.0% | -9.3% | +10.3% | +3.8% |
| 6M | -3.7% | -29.0% | +25.2% | +8.3% |
| YTD | -13.0% | -52.9% | +39.9% | +13.4% |
| 1Y | -25.5% | -63.1% | +37.6% | +5.6% |
| 3Y | +50.5% | -36.9% | +87.3% | +59.9% |
| 5Y | +76.2% | -65.5% | +141.7% | +114.3% |
| All | +71.0% | -17.2% | +88.2% | -14.6% |
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