+65.5%
UBER vs DOC
-1.0%
+66.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +4.6% | +6.2% | -1.6% | +2.0% |
| 30D | -0.4% | +6.5% | -6.9% | -3.1% |
| 3M | +0.9% | -6.2% | +7.1% | +3.5% |
| 6M | -5.7% | +25.6% | -31.3% | -15.1% |
| YTD | -15.8% | +32.1% | -47.9% | -26.2% |
| 1Y | -25.8% | +20.3% | -46.1% | -32.4% |
| 3Y | +44.0% | +42.7% | +1.3% | +17.9% |
| 5Y | +45.8% | -22.2% | +67.9% | +57.5% |
| All | +65.5% | -1.0% | +66.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling