+78.9%
UBER vs DTE
+30.3%
+48.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -5.4% | -2.6% | -2.8% | -5.0% |
| 30D | -4.9% | -4.4% | -0.5% | -4.2% |
| 3M | +3.0% | -8.3% | +11.4% | +4.6% |
| 6M | -4.4% | -8.1% | +3.7% | -3.2% |
| YTD | -12.3% | +4.4% | -16.7% | -13.4% |
| 1Y | -24.3% | +0.2% | -24.5% | -24.7% |
| 3Y | +46.4% | +42.6% | +3.8% | +34.3% |
| All | +78.9% | +30.3% | +48.6% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling