+45.2%
UBER vs DD
+42.2%
+3.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.0% |
| 7D | -7.0% | -3.8% | -3.3% | -6.0% |
| 30D | -8.9% | -9.2% | +0.3% | -6.3% |
| 3M | +1.0% | -9.0% | +10.0% | +3.5% |
| 6M | -3.7% | -5.0% | +1.2% | -3.3% |
| YTD | -13.0% | +7.4% | -20.4% | -17.5% |
| 1Y | -25.5% | +35.1% | -60.6% | -36.2% |
| All | +45.2% | +42.2% | +3.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling