-28.0%
DHR vs COPX
+163.4%
-191.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.3% | -1.3% | -3.2% |
| 30D | -2.7% | +0.3% | -3.0% | -2.9% |
| 3M | +10.9% | +6.8% | +4.1% | +8.9% |
| 6M | +3.0% | +7.9% | -4.9% | -0.1% |
| YTD | -12.2% | +23.7% | -35.9% | -18.6% |
| 1Y | +3.3% | +71.5% | -68.2% | -12.8% |
| 3Y | -8.2% | +149.1% | -157.3% | -32.6% |
| All | -28.0% | +163.4% | -191.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling