+22.0%
DHR vs ALB
-13.3%
+35.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.0% |
| 7D | +2.6% | +5.3% | -2.6% | +1.9% |
| 30D | +7.4% | -6.3% | +13.7% | +8.2% |
| 3M | +13.0% | -27.4% | +40.4% | +17.3% |
| 6M | +38.5% | -53.1% | +91.6% | +52.1% |
| YTD | +3.8% | -32.3% | +36.1% | +6.7% |
| 1Y | +12.6% | -7.3% | +19.9% | +10.0% |
| 3Y | +22.0% | -14.9% | +36.9% | +11.7% |
| All | +22.0% | -13.3% | +35.3% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling