+12,501.5%
DHI vs IDXX
+33,546.7%
-21,045.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -3.4% | -5.7% | +2.3% | -2.0% |
| 30D | -5.4% | -11.5% | +6.1% | -2.6% |
| 3M | -10.4% | -9.5% | -0.9% | -8.3% |
| 6M | -2.8% | -16.0% | +13.2% | +1.2% |
| YTD | -3.4% | -25.4% | +22.0% | +3.3% |
| 1Y | -22.9% | -21.8% | -1.1% | -18.9% |
| 3Y | +20.7% | +7.0% | +13.6% | +15.4% |
| 5Y | +62.1% | -26.0% | +88.1% | +67.2% |
| 10Y | +410.4% | +358.9% | +51.5% | +253.0% |
| All | +12,501.5% | +33,546.7% | -21,045.2% | +5,384.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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