+17,192.8%
DHR vs COR
+19,078.6%
-1,885.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.2% |
| 7D | +1.2% | +7.8% | -6.6% | -0.4% |
| 30D | +3.7% | +7.0% | -3.3% | +2.2% |
| 3M | +14.5% | +16.3% | -1.8% | +10.8% |
| 6M | +40.9% | +41.3% | -0.4% | +30.9% |
| YTD | +2.4% | +7.1% | -4.7% | -0.1% |
| 1Y | +6.1% | -0.8% | +6.9% | +5.2% |
| 3Y | +21.0% | +85.0% | -64.0% | +4.3% |
| 5Y | -11.4% | +203.9% | -215.3% | -31.6% |
| 10Y | +241.8% | +510.3% | -268.4% | +122.4% |
| All | +17,192.8% | +19,078.6% | -1,885.8% | +6,482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling