-26.2%
UBER vs DHR
+11.6%
-37.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.4% |
| 7D | +7.0% | +0.4% | +6.7% | +6.9% |
| 30D | +0.6% | +6.2% | -5.6% | -1.2% |
| 3M | -2.9% | +20.8% | -23.8% | -8.0% |
| 6M | -5.5% | +35.5% | -41.0% | -13.0% |
| YTD | -14.5% | +3.2% | -17.7% | -19.9% |
| 1Y | -26.2% | +10.7% | -36.9% | -31.0% |
| All | -26.2% | +11.6% | -37.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling