+75.9%
UBER vs DE
+386.6%
-310.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -2.7% |
| 7D | -2.8% | +0.7% | -3.5% | -3.1% |
| 30D | -2.5% | +9.6% | -12.2% | -6.9% |
| 3M | +4.4% | +19.0% | -14.6% | -4.7% |
| 6M | -2.7% | +16.1% | -18.7% | -10.8% |
| YTD | -10.5% | +47.0% | -57.5% | -28.0% |
| 1Y | -22.5% | +43.1% | -65.6% | -37.2% |
| 3Y | +54.8% | +77.5% | -22.7% | +9.0% |
| 5Y | +82.5% | +96.4% | -13.9% | +14.2% |
| All | +75.9% | +386.6% | -310.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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