-21.2%
DXCM vs DHI
+19.0%
-40.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.2% |
| 7D | -5.8% | -6.1% | +0.3% | -4.8% |
| 30D | -5.6% | -10.1% | +4.5% | -4.0% |
| 3M | +13.0% | -7.3% | +20.3% | +14.1% |
| 6M | +24.7% | -6.1% | +30.8% | +25.4% |
| YTD | +27.3% | -5.0% | +32.4% | +27.5% |
| 1Y | +11.2% | -22.1% | +33.3% | +14.8% |
| All | -21.2% | +19.0% | -40.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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