+2,780.1%
DXCM vs DHI
+530.7%
+2,249.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -2.8% |
| 7D | -6.2% | -2.0% | -4.2% | -5.5% |
| 30D | -0.3% | -8.3% | +8.1% | +2.6% |
| 3M | +10.3% | -3.7% | +14.1% | +11.2% |
| 6M | +24.1% | -5.4% | +29.5% | +25.3% |
| YTD | +27.4% | -3.0% | +30.4% | +26.6% |
| 1Y | +8.4% | -23.8% | +32.2% | +16.6% |
| 3Y | -19.0% | +21.8% | -40.8% | -29.9% |
| 5Y | -38.6% | +59.6% | -98.2% | -52.6% |
| 10Y | +252.9% | +391.2% | -138.3% | +66.6% |
| All | +2,780.1% | +530.7% | +2,249.4% | +714.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling