+67.6%
UBER vs DG
+22.1%
+45.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +0.6% | +3.2% | -2.7% | +0.2% |
| 3M | -8.2% | +10.4% | -18.6% | -9.3% |
| 6M | -6.7% | +33.2% | -39.9% | -9.9% |
| YTD | -14.7% | +3.0% | -17.7% | -15.5% |
| 1Y | -24.1% | +31.2% | -55.3% | -26.9% |
| 3Y | +33.4% | +21.8% | +11.6% | +25.9% |
| 5Y | +54.5% | -35.0% | +89.4% | +67.3% |
| All | +67.6% | +22.1% | +45.6% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling