+67.6%
UBER vs DD
+116.3%
-48.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +1.6% | +5.0% | -3.4% | -0.7% |
| 30D | +0.6% | +19.7% | -19.1% | -7.8% |
| 3M | -8.2% | +7.2% | -15.3% | -11.6% |
| 6M | -6.7% | +1.0% | -7.7% | -8.3% |
| YTD | -14.7% | +29.1% | -43.8% | -27.0% |
| 1Y | -24.1% | +28.5% | -52.5% | -35.0% |
| 3Y | +33.4% | +89.4% | -56.0% | -10.4% |
| 5Y | +54.5% | +67.1% | -12.7% | +9.2% |
| All | +67.6% | +116.3% | -48.6% | -14.5% |
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