+75.6%
UBER vs DT
+101.6%
-26.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.4% |
| 7D | -4.5% | -2.5% | -1.9% | -3.4% |
| 30D | -7.6% | +3.5% | -11.2% | -9.4% |
| 3M | +5.8% | +26.7% | -21.0% | -6.5% |
| 6M | +0.3% | +36.1% | -35.9% | -15.9% |
| YTD | -11.2% | +18.6% | -29.8% | -21.4% |
| 1Y | -23.0% | +7.9% | -30.9% | -28.9% |
| 3Y | +53.6% | +8.6% | +45.0% | +37.3% |
| 5Y | +81.9% | -26.7% | +108.6% | +83.1% |
| All | +75.6% | +101.6% | -26.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling