-6.0%
DHR vs DLR
+58.6%
-64.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.4% | +2.9% | -5.3% | -2.9% |
| 30D | -2.2% | -1.2% | -1.0% | -2.0% |
| 3M | +9.0% | +2.9% | +6.0% | +7.9% |
| 6M | +3.5% | +6.7% | -3.2% | +1.6% |
| YTD | -10.1% | +23.9% | -34.0% | -14.9% |
| 1Y | +6.2% | +18.6% | -12.4% | +1.3% |
| All | -6.0% | +58.6% | -64.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling