-15.0%
DXCM vs UAL
+223.7%
-238.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | -3.7% | +12.5% | -16.1% | -6.0% |
| 30D | -5.0% | +12.2% | -17.2% | -7.4% |
| 3M | -8.8% | -2.6% | -6.2% | -8.7% |
| 6M | +31.9% | +21.1% | +10.8% | +24.7% |
| YTD | +20.4% | +7.8% | +12.6% | +15.7% |
| 1Y | +45.7% | +25.4% | +20.3% | +35.1% |
| 3Y | -15.0% | +217.3% | -232.4% | -33.7% |
| All | -15.0% | +223.7% | -238.7% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling