+144.9%
UAL vs DGX
+66.8%
+78.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | -12.2% | -1.2% | -11.1% | -12.0% |
| 3M | -2.5% | +15.8% | -18.2% | -6.3% |
| 6M | +21.1% | +18.2% | +2.9% | +15.6% |
| YTD | -1.8% | +37.2% | -39.0% | -10.1% |
| 1Y | +0.4% | +30.4% | -29.9% | -6.9% |
| 3Y | +130.3% | +96.7% | +33.6% | +85.8% |
| All | +144.9% | +66.8% | +78.1% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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