+3,635.1%
DHR vs FFIV
+6,091.4%
-2,456.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +2.6% | -4.2% | +6.8% | +3.2% |
| 30D | +7.4% | -33.9% | +41.3% | +12.8% |
| 3M | +13.0% | -22.6% | +35.6% | +16.1% |
| 6M | +38.5% | -10.4% | +48.9% | +39.3% |
| YTD | +3.8% | +24.3% | -20.5% | -0.3% |
| 1Y | +12.6% | +31.8% | -19.2% | +7.4% |
| 3Y | +22.0% | +99.5% | -77.5% | +9.4% |
| 5Y | -9.5% | +40.7% | -50.3% | -15.5% |
| 10Y | +249.4% | +126.9% | +122.5% | +204.2% |
| All | +3,635.1% | +6,091.4% | -2,456.3% | +1,972.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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