-27.9%
DHR vs DRI
+68.4%
-96.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.3% |
| 7D | -2.4% | -4.8% | +2.4% | -1.1% |
| 30D | -2.2% | -3.9% | +1.8% | -1.2% |
| 3M | +9.0% | +5.1% | +3.9% | +7.3% |
| 6M | +3.5% | +5.5% | -2.0% | +1.6% |
| YTD | -10.1% | +16.5% | -26.6% | -14.6% |
| 1Y | +6.2% | +2.0% | +4.2% | +4.5% |
| 3Y | -5.4% | +54.5% | -59.9% | -18.3% |
| 5Y | -27.9% | +66.6% | -94.5% | -41.4% |
| All | -27.9% | +68.4% | -96.3% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling