+76.2%
UBER vs DRI
+68.4%
+7.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | -7.0% | -4.8% | -2.2% | -4.5% |
| 30D | -8.9% | -3.9% | -5.0% | -7.2% |
| 3M | +1.0% | +5.1% | -4.1% | -2.1% |
| 6M | -3.7% | +5.5% | -9.2% | -7.5% |
| YTD | -13.0% | +16.5% | -29.5% | -21.9% |
| 1Y | -25.5% | +2.0% | -27.5% | -28.1% |
| 3Y | +50.5% | +54.5% | -4.0% | +2.6% |
| 5Y | +76.2% | +66.6% | +9.6% | +7.4% |
| All | +76.2% | +68.4% | +7.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling