+82.2%
UBER vs DOC
+0.5%
+81.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -3.9% | -1.5% | -2.4% | -3.3% |
| 30D | +11.1% | -4.8% | +15.9% | +13.3% |
| 3M | +4.9% | +6.9% | -2.0% | +1.7% |
| 6M | -1.2% | +20.7% | -21.9% | -9.5% |
| YTD | -7.3% | +34.1% | -41.4% | -19.1% |
| 1Y | -17.6% | +22.6% | -40.3% | -25.7% |
| 3Y | +61.1% | +20.8% | +40.2% | +42.6% |
| 5Y | +87.9% | -24.9% | +112.8% | +106.2% |
| All | +82.2% | +0.5% | +81.7% | +83.5% |
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 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