-5.2%
DHR vs DRI
+56.7%
-61.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +12.1% | +9.5% | +2.5% | +9.6% |
| 6M | +5.4% | +6.5% | -1.0% | +3.5% |
| YTD | -10.0% | +18.4% | -28.4% | -14.3% |
| 1Y | +4.1% | +4.2% | -0.1% | +2.1% |
| 3Y | -5.2% | +57.1% | -62.3% | -19.3% |
| All | -5.2% | +56.7% | -61.9% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling