+67.6%
UBER vs DLR
+97.3%
-29.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | +1.6% | +3.3% | -1.7% | +0.7% |
| 30D | +0.6% | +4.6% | -4.0% | -0.8% |
| 3M | -8.2% | -8.3% | +0.1% | -6.2% |
| 6M | -6.7% | -5.6% | -1.1% | -6.2% |
| YTD | -14.7% | +18.7% | -33.4% | -20.3% |
| 1Y | -24.1% | +17.1% | -41.2% | -28.7% |
| 3Y | +33.4% | +54.4% | -20.9% | +14.0% |
| 5Y | +54.5% | +36.5% | +18.0% | +31.9% |
| All | +67.6% | +97.3% | -29.6% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling