+54,893.9%
DHR vs COP
+4,537.2%
+50,356.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -3.9% | +3.0% | -6.9% | -4.6% |
| 30D | +4.0% | +17.5% | -13.5% | +0.1% |
| 3M | +11.5% | +13.4% | -1.9% | +7.8% |
| 6M | +1.9% | +17.7% | -15.9% | -2.9% |
| YTD | -8.9% | +46.6% | -55.5% | -17.8% |
| 1Y | +5.1% | +44.6% | -39.5% | -5.1% |
| 3Y | -10.3% | +20.7% | -31.0% | -16.6% |
| 5Y | -27.8% | +185.0% | -212.8% | -47.3% |
| 10Y | +203.6% | +347.0% | -143.4% | +75.8% |
| All | +54,893.9% | +4,537.2% | +50,356.7% | +17,807.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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