+75.9%
UBER vs DVA
+244.3%
-168.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.0% |
| 7D | -2.8% | +2.2% | -5.0% | -3.3% |
| 30D | -2.5% | -2.0% | -0.5% | -2.1% |
| 3M | +4.4% | -6.3% | +10.6% | +5.5% |
| 6M | -2.7% | +19.4% | -22.1% | -7.3% |
| YTD | -10.5% | +58.5% | -69.0% | -20.9% |
| 1Y | -22.5% | +33.9% | -56.4% | -28.7% |
| 3Y | +54.8% | +88.4% | -33.6% | +27.0% |
| 5Y | +82.5% | +39.5% | +43.0% | +57.4% |
| All | +75.9% | +244.3% | -168.4% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling