+1,528.7%
DHR vs XME
+246.2%
+1,282.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.8% | +3.6% | -4.4% | -1.9% |
| 30D | +0.2% | +3.6% | -3.4% | -0.9% |
| 3M | +12.1% | +1.2% | +10.8% | +10.9% |
| 6M | +5.4% | +9.0% | -3.6% | +1.4% |
| YTD | -10.0% | +15.9% | -25.9% | -15.4% |
| 1Y | +4.1% | +43.2% | -39.1% | -9.1% |
| 3Y | -5.2% | +137.4% | -142.6% | -30.0% |
| 5Y | -28.2% | +185.0% | -213.3% | -51.0% |
| 10Y | +208.4% | +409.5% | -201.1% | +61.7% |
| All | +1,528.7% | +246.2% | +1,282.5% | +693.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling