+22.7%
DHR vs DOCN
+117.0%
-94.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.7% |
| 7D | +2.6% | +27.4% | -24.8% | +0.1% |
| 30D | +4.2% | -29.7% | +33.9% | +7.2% |
| 3M | +13.0% | -32.5% | +45.5% | +16.1% |
| 6M | +40.2% | -42.2% | +82.3% | +44.7% |
| YTD | +2.0% | +87.2% | -85.2% | -11.7% |
| 1Y | +6.6% | +86.2% | -79.6% | -7.8% |
| 3Y | +19.9% | +257.4% | -237.5% | -9.4% |
| 5Y | -11.7% | -27.4% | +15.6% | -29.0% |
| All | +22.7% | +117.0% | -94.3% | -5.0% |
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