+49.4%
UBER vs DG
+7.4%
+42.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -3.3% |
| 7D | -2.8% | -2.5% | -0.3% | -2.7% |
| 30D | -2.5% | +1.0% | -3.5% | -2.6% |
| 3M | +4.4% | +20.3% | -15.9% | +3.9% |
| 6M | -2.7% | -11.7% | +9.1% | -3.1% |
| YTD | -10.5% | -2.3% | -8.2% | -10.8% |
| 1Y | -22.5% | +20.0% | -42.5% | -22.7% |
| All | +49.4% | +7.4% | +42.0% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling