+68.1%
UBER vs DOC
-0.8%
+68.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +3.6% |
| 7D | +7.0% | +8.7% | -1.7% | +3.4% |
| 30D | +0.6% | +7.6% | -7.1% | -2.5% |
| 3M | -2.9% | -5.3% | +2.3% | -0.9% |
| 6M | -5.5% | +27.6% | -33.1% | -15.5% |
| YTD | -14.5% | +32.4% | -46.9% | -25.1% |
| 1Y | -26.2% | +22.9% | -49.1% | -33.4% |
| 3Y | +46.3% | +43.1% | +3.2% | +19.7% |
| 5Y | +54.3% | -21.4% | +75.7% | +66.1% |
| All | +68.1% | -0.8% | +68.8% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling