+71.0%
UBER vs DTE
+64.6%
+6.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -8.9% | -0.5% | -8.4% | -8.7% |
| 3M | +1.0% | -6.0% | +7.0% | +4.2% |
| 6M | -3.7% | -7.2% | +3.5% | -0.6% |
| YTD | -13.0% | +7.2% | -20.2% | -17.4% |
| 1Y | -25.5% | +4.1% | -29.6% | -28.2% |
| 3Y | +50.5% | +46.9% | +3.6% | +14.3% |
| 5Y | +76.2% | +32.9% | +43.3% | +38.1% |
| All | +71.0% | +64.6% | +6.4% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling