-50.1%
DXCM vs UAL
+109.3%
-159.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.0% | -8.0% | -6.5% |
| 7D | -3.5% | +8.2% | -11.7% | -5.2% |
| 30D | -5.8% | +2.3% | -8.1% | -6.5% |
| 3M | -4.3% | -12.7% | +8.3% | -1.7% |
| 6M | +31.6% | +12.7% | +18.9% | +25.8% |
| YTD | +19.6% | +0.8% | +18.8% | +16.5% |
| 1Y | +36.9% | +17.8% | +19.1% | +27.9% |
| 3Y | -16.3% | +206.7% | -223.0% | -41.4% |
| All | -50.1% | +109.3% | -159.4% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling