+204.4%
DHR vs COR
+405.5%
-201.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -5.0% | -4.8% | -0.2% | -3.8% |
| 30D | -3.3% | -3.7% | +0.4% | -2.5% |
| 3M | +9.4% | +14.3% | -4.9% | +5.7% |
| 6M | +3.2% | -8.5% | +11.6% | +4.6% |
| YTD | -12.0% | -4.4% | -7.6% | -12.0% |
| 1Y | +4.9% | +9.1% | -4.2% | +1.1% |
| 3Y | -7.4% | +85.2% | -92.6% | -23.7% |
| 5Y | -29.8% | +180.7% | -210.4% | -48.8% |
| All | +204.4% | +405.5% | -201.1% | +92.2% |
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