-24.1%
UBER vs DT
-2.7%
-21.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.6% | +3.1% | -1.5% | +1.3% |
| 30D | +0.6% | -29.5% | +30.1% | +3.6% |
| 3M | -8.2% | -11.7% | +3.6% | -7.8% |
| 6M | -6.7% | +29.0% | -35.7% | -11.7% |
| YTD | -14.7% | +3.4% | -18.1% | -16.9% |
| 1Y | -24.1% | -4.2% | -19.8% | -23.9% |
| All | -24.1% | -2.7% | -21.4% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling