+9.2%
UNP vs DXCM
+33.0%
-23.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -2.2% |
| 7D | -4.6% | -3.5% | -1.1% | -4.1% |
| 30D | +5.6% | -5.8% | +11.4% | +6.2% |
| 3M | -1.3% | -4.3% | +3.0% | -0.8% |
| 6M | +9.2% | +31.6% | -22.3% | +13.5% |
| All | +9.2% | +33.0% | -23.8% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling