+83.4%
UBER vs DT
+103.5%
-20.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.5% |
| 7D | -3.9% | -3.3% | -0.6% | -2.6% |
| 30D | +11.1% | +2.0% | +9.1% | +9.5% |
| 3M | +4.9% | +20.0% | -15.1% | -4.9% |
| 6M | -1.2% | +39.3% | -40.5% | -18.1% |
| YTD | -7.3% | +19.8% | -27.0% | -18.2% |
| 1Y | -17.6% | +4.3% | -21.9% | -22.7% |
| 3Y | +61.1% | +7.7% | +53.4% | +44.6% |
| 5Y | +87.9% | -26.8% | +114.7% | +89.3% |
| All | +83.4% | +103.5% | -20.1% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling