+2,016.8%
DHR vs DLR
+3,523.8%
-1,507.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | +2.6% | +5.0% | -2.5% | +1.0% |
| 30D | +4.2% | +3.0% | +1.2% | +3.2% |
| 3M | +13.0% | -6.3% | +19.3% | +15.0% |
| 6M | +40.2% | -4.8% | +44.9% | +41.1% |
| YTD | +2.0% | +21.0% | -19.0% | -5.4% |
| 1Y | +6.6% | +15.1% | -8.5% | +0.4% |
| 3Y | +19.9% | +56.0% | -36.1% | 0.0% |
| 5Y | -11.7% | +39.1% | -50.9% | -25.0% |
| 10Y | +240.6% | +193.3% | +47.3% | +119.9% |
| All | +2,016.8% | +3,523.8% | -1,507.1% | +559.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling