-27.9%
DHR vs DLR
+40.9%
-68.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.4% | +2.9% | -5.3% | -3.3% |
| 30D | -2.2% | -1.2% | -1.0% | -1.9% |
| 3M | +9.0% | +2.9% | +6.0% | +7.2% |
| 6M | +3.5% | +6.7% | -3.2% | +0.4% |
| YTD | -10.1% | +23.9% | -34.0% | -17.4% |
| 1Y | +6.2% | +18.6% | -12.4% | -1.3% |
| 3Y | -5.4% | +59.7% | -65.0% | -24.3% |
| 5Y | -27.9% | +42.1% | -69.9% | -39.3% |
| All | -27.9% | +40.9% | -68.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling