+78.9%
UBER vs DD
+56.1%
+22.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -5.4% | -3.5% | -1.9% | -4.0% |
| 30D | -4.9% | -11.7% | +6.8% | +0.1% |
| 3M | +3.0% | -9.2% | +12.3% | +6.8% |
| 6M | -4.4% | -7.2% | +2.8% | -2.8% |
| YTD | -12.3% | +6.6% | -18.9% | -17.6% |
| 1Y | -24.3% | +32.0% | -56.3% | -36.9% |
| 3Y | +46.4% | +42.1% | +4.3% | +13.3% |
| All | +78.9% | +56.1% | +22.8% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling