+3.3%
DHR vs DRI
+2.4%
+0.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -3.2% | -0.4% | -3.1% |
| 30D | -2.7% | -7.8% | +5.1% | -1.6% |
| 3M | +10.9% | +0.4% | +10.6% | +10.5% |
| 6M | +3.0% | +4.8% | -1.8% | +2.0% |
| YTD | -12.2% | +16.7% | -28.9% | -15.0% |
| 1Y | +3.3% | +1.5% | +1.8% | -0.4% |
| All | +3.3% | +2.4% | +0.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling