+1,853.3%
DXCM vs UAL
+242.1%
+1,611.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.5% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | +6.3% | -16.1% | +22.4% | +9.7% |
| 3M | +21.1% | +6.1% | +15.0% | +19.0% |
| 6M | +20.6% | +10.8% | +9.7% | +17.0% |
| YTD | +32.4% | -0.4% | +32.8% | +30.6% |
| 1Y | +8.8% | +5.0% | +3.8% | +5.7% |
| 3Y | -13.7% | +124.0% | -137.8% | -29.7% |
| 5Y | -35.2% | +141.0% | -176.2% | -49.3% |
| 10Y | +281.8% | +118.0% | +163.8% | +166.8% |
| All | +1,853.3% | +242.1% | +1,611.3% | +810.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling