+204.4%
DHR vs ALB
+84.6%
+119.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.6% |
| 7D | -5.0% | -7.6% | +2.6% | -3.8% |
| 30D | -3.3% | -5.6% | +2.3% | -2.5% |
| 3M | +9.4% | -16.8% | +26.3% | +12.1% |
| 6M | +3.2% | -26.3% | +29.5% | +7.0% |
| YTD | -12.0% | -13.2% | +1.2% | -11.9% |
| 1Y | +4.9% | +68.8% | -63.9% | -7.9% |
| 3Y | -7.4% | -30.7% | +23.3% | -9.7% |
| 5Y | -29.8% | -46.3% | +16.5% | -30.5% |
| All | +204.4% | +84.6% | +119.8% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling