+249.4%
DHR vs ALK
-39.7%
+289.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.6% | +12.9% | -10.3% | +0.6% |
| 30D | +7.4% | +5.5% | +1.9% | +6.3% |
| 3M | +13.0% | -12.1% | +25.1% | +14.8% |
| 6M | +38.5% | +1.7% | +36.8% | +36.8% |
| YTD | +3.8% | -17.4% | +21.2% | +5.0% |
| 1Y | +12.6% | -1.9% | +14.6% | +10.7% |
| 3Y | +22.0% | +21.2% | +0.7% | +13.4% |
| 5Y | -9.5% | -27.8% | +18.3% | -10.9% |
| 10Y | +249.4% | -41.0% | +290.4% | +250.1% |
| All | +249.4% | -39.7% | +289.1% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling