+63.7%
UBER vs DRI
+60.6%
+3.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | +11.1% | +3.8% | +7.3% | +10.1% |
| 3M | +4.9% | +13.0% | -8.1% | +1.9% |
| 6M | -1.2% | +8.3% | -9.5% | -3.2% |
| YTD | -7.3% | +20.6% | -27.9% | -11.9% |
| 1Y | -17.6% | +6.5% | -24.1% | -19.2% |
| All | +63.7% | +60.6% | +3.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling