+1,161.2%
DHR vs COPX
+200.8%
+960.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -2.4% | +6.0% | -8.4% | -3.9% |
| 30D | -2.2% | +6.4% | -8.6% | -3.8% |
| 3M | +9.0% | +19.3% | -10.3% | +2.9% |
| 6M | +3.5% | +16.2% | -12.8% | -2.7% |
| YTD | -10.1% | +33.2% | -43.3% | -19.5% |
| 1Y | +6.2% | +90.2% | -84.0% | -14.8% |
| 3Y | -5.4% | +175.7% | -181.0% | -33.8% |
| 5Y | -27.9% | +193.1% | -221.0% | -51.8% |
| 10Y | +215.7% | +619.4% | -403.7% | +45.7% |
| All | +1,161.2% | +200.8% | +960.4% | +661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling