-36.3%
DXCM vs UAL
+142.0%
-178.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.6% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | +6.3% | -16.1% | +22.4% | +10.5% |
| 3M | +21.1% | +6.1% | +15.0% | +18.3% |
| 6M | +20.6% | +10.8% | +9.7% | +15.8% |
| YTD | +32.4% | -0.4% | +32.8% | +29.7% |
| 1Y | +8.8% | +5.0% | +3.8% | +4.5% |
| 3Y | -13.7% | +124.0% | -137.8% | -33.5% |
| All | -36.3% | +142.0% | -178.3% | -55.0% |
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