+404.2%
DXCM vs UAL
+94.5%
+309.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.0% | -8.0% | -6.3% |
| 7D | -3.5% | +8.2% | -11.7% | -4.7% |
| 30D | -5.8% | +2.3% | -8.1% | -6.2% |
| 3M | -4.3% | -12.7% | +8.3% | -2.6% |
| 6M | +31.6% | +12.7% | +18.9% | +27.8% |
| YTD | +19.6% | +0.8% | +18.8% | +17.7% |
| 1Y | +36.9% | +17.8% | +19.1% | +31.1% |
| 3Y | -16.3% | +206.7% | -223.0% | -32.3% |
| 5Y | -50.0% | +113.9% | -163.9% | -58.6% |
| All | +404.2% | +94.5% | +309.7% | +260.9% |
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