+70.0%
UBER vs Z
-24.0%
+94.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +1.2% | -13.1% | +14.2% | +6.4% |
| 30D | -1.1% | +5.9% | -7.0% | -4.1% |
| 3M | -10.0% | -13.7% | +3.7% | -6.3% |
| 6M | -7.2% | -27.1% | +19.9% | +2.4% |
| YTD | -13.5% | -56.8% | +43.3% | +15.1% |
| 1Y | -24.5% | -60.2% | +35.7% | +3.3% |
| 3Y | +37.0% | -19.7% | +56.7% | +29.9% |
| 5Y | +63.3% | -53.7% | +117.0% | +81.3% |
| All | +70.0% | -24.0% | +94.1% | -13.3% |
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