+3,621.6%
DHR vs ELV
+2,409.5%
+1,212.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +0.2% | +2.0% | -1.7% | -0.4% |
| 3M | +12.1% | -3.5% | +15.5% | +12.5% |
| 6M | +5.4% | +40.2% | -34.8% | -5.3% |
| YTD | -10.0% | +15.8% | -25.8% | -15.2% |
| 1Y | +4.1% | +33.2% | -29.1% | -6.1% |
| 3Y | -5.2% | -6.2% | +1.0% | -7.3% |
| 5Y | -28.2% | +16.4% | -44.6% | -35.1% |
| 10Y | +208.4% | +259.8% | -51.4% | +91.4% |
| All | +3,621.6% | +2,409.5% | +1,212.0% | +1,204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 all: compounded portfolio wealth divided by compounded ELV 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…
all analysis · Full analysis span regression · 6 months rolling