+203.8%
DHR vs DRI
+353.8%
-150.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -3.2% | -0.4% | -3.0% |
| 30D | -2.7% | -7.8% | +5.1% | -1.3% |
| 3M | +10.9% | +0.4% | +10.6% | +10.8% |
| 6M | +3.0% | +4.8% | -1.8% | +1.9% |
| YTD | -12.2% | +16.7% | -28.9% | -15.0% |
| 1Y | +3.3% | +1.5% | +1.8% | +2.4% |
| 3Y | -8.2% | +56.3% | -64.5% | -16.3% |
| 5Y | -29.9% | +66.4% | -96.3% | -37.3% |
| All | +203.8% | +353.8% | -150.0% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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