+786.1%
DHR vs FANG
+1,412.9%
-626.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | +2.9% | -6.5% | -3.9% |
| 30D | -2.7% | +2.6% | -5.4% | -3.0% |
| 3M | +10.9% | +7.6% | +3.4% | +10.0% |
| 6M | +3.0% | +17.3% | -14.3% | +1.1% |
| YTD | -12.2% | +38.7% | -50.9% | -15.4% |
| 1Y | +3.3% | +51.6% | -48.3% | -1.3% |
| 3Y | -8.2% | +50.0% | -58.2% | -12.9% |
| 5Y | -29.9% | +237.6% | -267.5% | -38.3% |
| 10Y | +208.5% | +180.7% | +27.8% | +157.2% |
| All | +786.1% | +1,412.9% | -626.8% | +458.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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