+82.2%
UBER vs DD
+85.1%
-2.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -3.9% | -3.5% | -0.4% | -2.2% |
| 30D | +11.1% | -10.3% | +21.4% | +16.7% |
| 3M | +4.9% | -7.5% | +12.5% | +8.2% |
| 6M | -1.2% | -8.0% | +6.8% | +1.2% |
| YTD | -7.3% | +10.5% | -17.8% | -14.3% |
| 1Y | -17.6% | +38.3% | -55.9% | -32.9% |
| 3Y | +61.1% | +42.5% | +18.6% | +25.1% |
| 5Y | +87.9% | +60.2% | +27.7% | +34.9% |
| All | +82.2% | +85.1% | -2.8% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling