+203.8%
DHR vs BRO
+294.2%
-90.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -7.3% | +3.7% | -0.2% |
| 30D | -2.7% | -6.9% | +4.1% | +0.4% |
| 3M | +10.9% | +10.7% | +0.3% | +5.4% |
| 6M | +3.0% | -2.7% | +5.7% | +3.6% |
| YTD | -12.2% | -16.3% | +4.1% | -5.9% |
| 1Y | +3.3% | -29.1% | +32.4% | +19.4% |
| 3Y | -8.2% | -7.8% | -0.4% | -9.7% |
| 5Y | -29.9% | +18.7% | -48.6% | -41.0% |
| All | +203.8% | +294.2% | -90.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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