+373.3%
DXCM vs UAL
+83.8%
+289.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +2.3% |
| 7D | -3.6% | +0.7% | -4.3% | -3.8% |
| 30D | -4.3% | +7.8% | -12.1% | -5.6% |
| 3M | -10.4% | -11.1% | +0.7% | -9.0% |
| 6M | +33.1% | +16.1% | +17.0% | +28.6% |
| YTD | +22.6% | -0.5% | +23.1% | +20.8% |
| 1Y | +36.5% | +11.3% | +25.3% | +32.0% |
| 3Y | -13.5% | +192.8% | -206.3% | -29.5% |
| 5Y | -49.6% | +123.3% | -172.9% | -58.4% |
| All | +373.3% | +83.8% | +289.5% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling