-9.5%
UBER vs DT
+12.3%
-21.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | +0.5% | +2.7% | -2.3% | +0.4% |
| 30D | -3.1% | -30.4% | +27.3% | -1.5% |
| 3M | -8.3% | -9.4% | +1.1% | -8.4% |
| 6M | -9.5% | +14.5% | -24.0% | -13.4% |
| All | -9.5% | +12.3% | -21.7% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling