-17.6%
UBER vs D
+15.7%
-33.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.5% |
| 7D | -3.9% | +0.4% | -4.3% | -3.8% |
| 30D | +11.1% | -3.6% | +14.7% | +10.5% |
| 3M | +4.9% | -1.0% | +5.9% | +5.1% |
| 6M | -1.2% | +6.3% | -7.4% | +0.1% |
| YTD | -7.3% | +14.7% | -22.0% | -5.2% |
| 1Y | -17.6% | +16.9% | -34.6% | -14.7% |
| All | -17.6% | +15.7% | -33.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling