-8.2%
DHR vs DTE
+43.4%
-51.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -3.6% | -2.6% | -1.0% | -2.9% |
| 30D | -2.7% | -4.4% | +1.7% | -1.5% |
| 3M | +10.9% | -8.3% | +19.3% | +13.8% |
| 6M | +3.0% | -8.1% | +11.1% | +5.4% |
| YTD | -12.2% | +4.4% | -16.6% | -14.2% |
| 1Y | +3.3% | +0.2% | +3.1% | +2.2% |
| 3Y | -8.2% | +42.6% | -50.8% | -22.1% |
| All | -8.2% | +43.4% | -51.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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