-10.9%
DXCM vs UAL
+191.7%
-202.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | 0.0% | -3.6% |
| 7D | +5.7% | +5.0% | +0.6% | +4.7% |
| 30D | +1.3% | -1.2% | +2.5% | +1.4% |
| 3M | +2.2% | -16.8% | +19.0% | +5.8% |
| 6M | +42.0% | +18.0% | +24.0% | +34.9% |
| YTD | +27.3% | -1.2% | +28.4% | +24.6% |
| 1Y | +42.5% | +14.3% | +28.2% | +34.8% |
| All | -10.9% | +191.7% | -202.6% | -28.3% |
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