+24.3%
DHR vs DOCN
+88.7%
-64.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +1.3% |
| 7D | +3.1% | -12.8% | +15.9% | +4.3% |
| 30D | +7.0% | -41.9% | +48.9% | +12.1% |
| 3M | +15.0% | -36.9% | +52.0% | +18.9% |
| 6M | +37.9% | -52.2% | +90.1% | +45.2% |
| YTD | +3.3% | +62.7% | -59.4% | -9.3% |
| 1Y | +12.8% | +58.2% | -45.4% | -0.8% |
| 3Y | +22.4% | +219.5% | -197.1% | -6.6% |
| 5Y | -9.1% | -32.9% | +23.8% | -25.9% |
| All | +24.3% | +88.7% | -64.4% | -2.4% |
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