+215.7%
DHR vs COO
+36.7%
+179.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +2.6% |
| 7D | -2.4% | -9.0% | +6.6% | +1.7% |
| 30D | -2.2% | -16.8% | +14.7% | +6.2% |
| 3M | +9.0% | -7.5% | +16.4% | +12.6% |
| 6M | +3.5% | -16.3% | +19.8% | +11.7% |
| YTD | -10.1% | -22.5% | +12.4% | +0.4% |
| 1Y | +6.2% | -7.0% | +13.2% | +8.6% |
| 3Y | -5.4% | -27.5% | +22.1% | +5.0% |
| 5Y | -27.9% | -43.3% | +15.4% | -12.4% |
| 10Y | +215.7% | +37.6% | +178.2% | +162.4% |
| All | +215.7% | +36.7% | +179.0% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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