+48.3%
UBER vs DVA
+89.4%
-41.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -7.6% | +1.7% | -9.3% | -7.9% |
| 3M | +5.8% | -8.7% | +14.4% | +7.2% |
| 6M | +0.3% | +19.7% | -19.4% | -2.7% |
| YTD | -11.2% | +59.6% | -70.8% | -17.7% |
| 1Y | -23.0% | +37.1% | -60.1% | -26.4% |
| All | +48.3% | +89.4% | -41.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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