+78.9%
UBER vs DGX
+66.8%
+12.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -5.4% | -0.9% | -4.5% | -5.3% |
| 30D | -4.9% | -1.2% | -3.7% | -4.7% |
| 3M | +3.0% | +15.8% | -12.7% | +0.4% |
| 6M | -4.4% | +18.2% | -22.6% | -7.3% |
| YTD | -12.3% | +37.2% | -49.5% | -17.7% |
| 1Y | -24.3% | +30.4% | -54.7% | -28.3% |
| 3Y | +46.4% | +96.7% | -50.3% | +25.3% |
| All | +78.9% | +66.8% | +12.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling