+82.2%
UBER vs Z
-10.9%
+93.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.6% |
| 7D | -3.9% | -3.0% | -0.9% | -2.8% |
| 30D | +11.1% | -4.2% | +15.3% | +12.4% |
| 3M | +4.9% | -3.7% | +8.6% | +5.4% |
| 6M | -1.2% | -24.5% | +23.3% | +8.6% |
| YTD | -7.3% | -49.3% | +42.0% | +17.5% |
| 1Y | -17.6% | -58.7% | +41.0% | +11.6% |
| 3Y | +61.1% | -34.1% | +95.2% | +68.7% |
| 5Y | +87.9% | -64.5% | +152.4% | +126.7% |
| All | +82.2% | -10.9% | +93.1% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling