+48.3%
UBER vs DTE
+45.3%
+2.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.2% |
| 7D | -4.5% | -2.0% | -2.5% | -4.3% |
| 30D | -7.6% | -2.4% | -5.2% | -7.5% |
| 3M | +5.8% | -7.3% | +13.1% | +6.6% |
| 6M | +0.3% | -7.6% | +7.9% | +1.1% |
| YTD | -11.2% | +5.8% | -17.0% | -12.1% |
| 1Y | -23.0% | +2.3% | -25.3% | -23.4% |
| All | +48.3% | +45.3% | +2.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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