-24.3%
UBER vs DLR
+11.7%
-36.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -4.9% | -4.3% | -0.6% | -4.4% |
| 3M | +3.0% | +3.8% | -0.8% | +1.9% |
| 6M | -4.4% | +5.8% | -10.2% | -6.3% |
| YTD | -12.3% | +23.5% | -35.8% | -19.8% |
| 1Y | -24.3% | +11.1% | -35.4% | -26.9% |
| All | -24.3% | +11.7% | -36.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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