+250.9%
UAL vs DGX
+619.5%
-368.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.2% |
| 7D | +0.7% | +1.9% | -1.2% | -0.3% |
| 30D | +7.8% | +12.7% | -4.9% | +1.0% |
| 3M | -11.1% | +9.6% | -20.7% | -15.7% |
| 6M | +16.1% | +37.6% | -21.5% | -3.6% |
| YTD | -0.5% | +52.1% | -52.7% | -22.7% |
| 1Y | +11.3% | +41.3% | -30.0% | -10.0% |
| 3Y | +192.8% | +106.9% | +85.9% | +83.6% |
| 5Y | +123.3% | +90.7% | +32.6% | +42.7% |
| 10Y | +84.6% | +288.0% | -203.4% | -34.3% |
| All | +250.9% | +619.5% | -368.6% | -22.3% |
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