+52,902.4%
DHR vs BRO
+25,535.5%
+27,367.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -7.3% | +3.7% | -2.0% |
| 30D | -2.7% | -6.9% | +4.1% | -1.3% |
| 3M | +10.9% | +10.7% | +0.3% | +8.4% |
| 6M | +3.0% | -2.7% | +5.7% | +3.4% |
| YTD | -12.2% | -16.3% | +4.1% | -9.2% |
| 1Y | +3.3% | -29.1% | +32.4% | +10.5% |
| 3Y | -8.2% | -7.8% | -0.4% | -7.7% |
| 5Y | -29.9% | +18.7% | -48.6% | -33.3% |
| 10Y | +208.5% | +291.9% | -83.4% | +135.6% |
| All | +52,902.4% | +25,535.5% | +27,367.0% | +28,960.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling