+24.4%
DHR vs DOCN
+110.0%
-85.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.6% | -9.9% | -1.3% |
| 7D | +0.2% | +3.7% | -3.6% | -0.3% |
| 30D | +6.4% | -33.7% | +40.1% | +10.0% |
| 3M | +13.6% | -27.9% | +41.5% | +15.9% |
| 6M | +41.9% | -46.4% | +88.3% | +47.7% |
| YTD | +3.4% | +81.1% | -77.7% | -10.2% |
| 1Y | +9.9% | +74.3% | -64.4% | -4.3% |
| 3Y | +21.6% | +245.8% | -224.3% | -7.8% |
| 5Y | -10.6% | -23.7% | +13.2% | -27.9% |
| All | +24.4% | +110.0% | -85.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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