+82.5%
UBER vs Z
-67.0%
+149.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +3.0% | -1.2% |
| 7D | -2.8% | -3.3% | +0.5% | -1.7% |
| 30D | -2.5% | -3.7% | +1.2% | -1.5% |
| 3M | +4.4% | -7.0% | +11.4% | +6.1% |
| 6M | -2.7% | -29.5% | +26.9% | +8.8% |
| YTD | -10.5% | -52.6% | +42.1% | +13.9% |
| 1Y | -22.5% | -64.0% | +41.5% | +7.8% |
| 3Y | +54.8% | -36.4% | +91.2% | +63.2% |
| 5Y | +82.5% | -65.8% | +148.3% | +80.6% |
| All | +82.5% | -67.0% | +149.5% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling