+76.2%
UBER vs DT
-28.0%
+104.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | -7.0% | -0.5% | -6.5% | -6.8% |
| 30D | -8.9% | +0.1% | -9.0% | -9.3% |
| 3M | +1.0% | +24.1% | -23.1% | -10.2% |
| 6M | -3.7% | +30.1% | -33.8% | -18.0% |
| YTD | -13.0% | +16.8% | -29.8% | -22.5% |
| 1Y | -25.5% | -0.1% | -25.4% | -28.3% |
| 3Y | +50.5% | +6.8% | +43.6% | +34.7% |
| 5Y | +76.2% | -28.4% | +104.5% | +71.0% |
| All | +76.2% | -28.0% | +104.1% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling