+203.8%
DHR vs CRL
+256.1%
-52.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.0% |
| 7D | -3.6% | -3.5% | -0.1% | -2.2% |
| 30D | -2.7% | -2.1% | -0.6% | -1.9% |
| 3M | +10.9% | +48.0% | -37.0% | -5.4% |
| 6M | +3.0% | +64.7% | -61.7% | -16.7% |
| YTD | -12.2% | +39.5% | -51.7% | -24.6% |
| 1Y | +3.3% | +74.2% | -70.9% | -19.2% |
| 3Y | -8.2% | +39.4% | -47.6% | -26.3% |
| 5Y | -29.9% | -36.9% | +7.0% | -24.0% |
| All | +203.8% | +256.1% | -52.3% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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