-25.5%
UBER vs DOC
+20.9%
-46.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +5.1% | +6.5% | -1.3% | +3.1% |
| 30D | +0.2% | +9.2% | -9.0% | -2.5% |
| 3M | -2.7% | -2.5% | -0.2% | -2.1% |
| 6M | -13.4% | +7.1% | -20.4% | -15.4% |
| YTD | -16.1% | +33.0% | -49.1% | -21.4% |
| 1Y | -25.5% | +23.3% | -48.8% | -31.2% |
| All | -25.5% | +20.9% | -46.5% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling