+251.3%
UAL vs DGX
+554.7%
-303.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | +0.7% | -2.3% | +3.0% | +2.1% |
| 30D | -16.1% | +0.6% | -16.7% | -16.4% |
| 3M | +6.1% | +21.4% | -15.3% | -5.3% |
| 6M | +10.8% | +14.7% | -3.9% | +2.0% |
| YTD | -0.4% | +38.4% | -38.8% | -18.3% |
| 1Y | +5.0% | +34.0% | -28.9% | -12.7% |
| 3Y | +124.0% | +92.7% | +31.3% | +45.9% |
| 5Y | +141.0% | +67.7% | +73.3% | +65.3% |
| 10Y | +118.0% | +248.0% | -130.0% | -17.3% |
| All | +251.3% | +554.7% | -303.4% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling