+76.2%
UBER vs DLR
+40.9%
+35.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -7.0% | +2.9% | -9.9% | -8.1% |
| 30D | -8.9% | -1.2% | -7.7% | -8.7% |
| 3M | +1.0% | +2.9% | -1.9% | -1.2% |
| 6M | -3.7% | +6.7% | -10.4% | -7.5% |
| YTD | -13.0% | +23.9% | -36.9% | -22.1% |
| 1Y | -25.5% | +18.6% | -44.2% | -32.1% |
| 3Y | +50.5% | +59.7% | -9.2% | +16.3% |
| 5Y | +76.2% | +42.1% | +34.1% | +43.7% |
| All | +76.2% | +40.9% | +35.2% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling