+81.9%
UBER vs DVA
+40.8%
+41.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | -7.6% | +1.7% | -9.3% | -8.0% |
| 3M | +5.8% | -8.7% | +14.4% | +7.5% |
| 6M | +0.3% | +19.7% | -19.4% | -4.1% |
| YTD | -11.2% | +59.6% | -70.8% | -20.9% |
| 1Y | -23.0% | +37.1% | -60.1% | -28.9% |
| 3Y | +53.6% | +89.8% | -36.2% | +26.8% |
| 5Y | +81.9% | +47.4% | +34.5% | +61.3% |
| All | +81.9% | +40.8% | +41.1% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling