+81.9%
UBER vs DHR
-29.9%
+111.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.0% |
| 7D | -4.5% | -5.0% | +0.5% | -2.3% |
| 30D | -7.6% | -3.3% | -4.3% | -6.3% |
| 3M | +5.8% | +9.4% | -3.7% | +1.0% |
| 6M | +0.3% | +3.2% | -2.9% | -1.9% |
| YTD | -11.2% | -12.0% | +0.8% | -7.0% |
| 1Y | -23.0% | +4.9% | -27.9% | -26.7% |
| 3Y | +53.6% | -7.4% | +61.0% | +50.4% |
| 5Y | +81.9% | -29.8% | +111.7% | +82.2% |
| All | +81.9% | -29.9% | +111.8% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling