+249.8%
DHR vs COR
+486.2%
-236.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.4% |
| 7D | +1.2% | +7.8% | -6.6% | -0.7% |
| 30D | +3.7% | +7.0% | -3.3% | +1.9% |
| 3M | +14.5% | +16.3% | -1.8% | +10.0% |
| 6M | +40.9% | +41.3% | -0.4% | +28.6% |
| YTD | +2.4% | +7.1% | -4.7% | -0.6% |
| 1Y | +6.1% | -0.8% | +6.9% | +5.1% |
| 3Y | +21.0% | +85.0% | -64.0% | -1.0% |
| 5Y | -11.4% | +203.9% | -215.3% | -38.1% |
| All | +249.8% | +486.2% | -236.4% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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