-28.0%
DHR vs DTE
+30.3%
-58.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -3.6% | -2.6% | -1.0% | -2.6% |
| 30D | -2.7% | -4.4% | +1.7% | -1.1% |
| 3M | +10.9% | -8.3% | +19.3% | +14.7% |
| 6M | +3.0% | -8.1% | +11.1% | +6.1% |
| YTD | -12.2% | +4.4% | -16.6% | -14.6% |
| 1Y | +3.3% | +0.2% | +3.1% | +2.1% |
| 3Y | -8.2% | +42.6% | -50.8% | -24.4% |
| All | -28.0% | +30.3% | -58.3% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling