+45.2%
UBER vs DT
+6.3%
+39.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | -8.9% | +0.1% | -9.0% | -9.2% |
| 3M | +1.0% | +24.1% | -23.1% | -6.8% |
| 6M | -3.7% | +30.1% | -33.8% | -13.7% |
| YTD | -13.0% | +16.8% | -29.8% | -18.9% |
| 1Y | -25.5% | -0.1% | -25.4% | -25.9% |
| All | +45.2% | +6.3% | +39.0% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling