+43.4%
UNP vs DXCM
-13.8%
+57.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | -5.3% | -3.2% | -2.1% | -5.2% |
| 30D | -1.5% | +6.3% | -7.9% | -1.8% |
| 3M | +10.3% | +21.1% | -10.8% | +9.2% |
| 6M | +9.7% | +20.6% | -10.9% | +8.5% |
| YTD | +27.1% | +32.4% | -5.3% | +25.3% |
| 1Y | +32.6% | +8.8% | +23.7% | +31.7% |
| All | +43.4% | -13.8% | +57.2% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 3y: compounded portfolio wealth divided by compounded DXCM 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…
3y analysis · Full analysis span regression · 6 months rolling