+21,869.1%
DHR vs FLEX
+7,523.3%
+14,345.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -3.9% | -0.9% | -3.0% | -3.8% |
| 30D | +4.0% | -10.1% | +14.2% | +5.5% |
| 3M | +11.5% | -31.3% | +42.8% | +16.7% |
| 6M | +1.9% | +71.3% | -69.4% | -9.9% |
| YTD | -8.9% | +81.2% | -90.2% | -20.5% |
| 1Y | +5.1% | +98.5% | -93.4% | -10.1% |
| 3Y | -10.3% | +428.2% | -438.5% | -36.0% |
| 5Y | -27.8% | +657.3% | -685.1% | -51.8% |
| 10Y | +203.6% | +995.9% | -792.3% | +79.3% |
| All | +21,869.1% | +7,523.3% | +14,345.8% | +8,946.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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