+32.3%
UBER vs DT
-11.2%
+43.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | +0.5% | +2.7% | -2.3% | -0.2% |
| 30D | -3.1% | -30.4% | +27.3% | +5.3% |
| 3M | -8.3% | -9.4% | +1.1% | -7.4% |
| 6M | -9.5% | +14.5% | -24.0% | -15.8% |
| YTD | -15.4% | +3.6% | -19.0% | -19.1% |
| 1Y | -26.1% | -3.4% | -22.7% | -27.4% |
| All | +32.3% | -11.2% | +43.5% | +33.5% |
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