+1,111.2%
DHR vs EMB
+132.1%
+979.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +4.0% | -0.3% | +4.3% | +4.2% |
| 3M | +11.5% | -0.4% | +11.9% | +11.8% |
| 6M | +1.9% | +0.1% | +1.7% | +1.8% |
| YTD | -8.9% | +1.6% | -10.5% | -9.8% |
| 1Y | +5.1% | +5.6% | -0.5% | +1.5% |
| 3Y | -10.3% | +29.8% | -40.1% | -23.7% |
| 5Y | -27.8% | +7.3% | -35.1% | -31.9% |
| 10Y | +203.6% | +30.4% | +173.2% | +161.4% |
| All | +1,111.2% | +132.1% | +979.1% | +761.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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