+203.8%
DHR vs XME
+421.4%
-217.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -3.6% | -4.2% | +0.6% | -2.6% |
| 30D | -2.7% | -2.7% | 0.0% | -2.2% |
| 3M | +10.9% | -3.9% | +14.9% | +11.6% |
| 6M | +3.0% | -1.0% | +4.0% | +2.3% |
| YTD | -12.2% | +9.8% | -22.0% | -15.6% |
| 1Y | +3.3% | +32.5% | -29.2% | -6.1% |
| 3Y | -8.2% | +124.3% | -132.5% | -28.3% |
| 5Y | -29.9% | +165.8% | -195.7% | -48.0% |
| All | +203.8% | +421.4% | -217.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling