+203.8%
DHR vs FLR
+19.7%
+184.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.6% | -3.5% | -0.1% | -3.4% |
| 30D | -2.7% | +4.2% | -6.9% | -3.1% |
| 3M | +10.9% | +8.1% | +2.9% | +10.0% |
| 6M | +3.0% | +21.5% | -18.5% | +1.0% |
| YTD | -12.2% | +36.8% | -49.0% | -14.8% |
| 1Y | +3.3% | +31.2% | -27.9% | +0.4% |
| 3Y | -8.2% | +53.9% | -62.1% | -12.9% |
| 5Y | -29.9% | +243.0% | -272.9% | -36.6% |
| All | +203.8% | +19.7% | +184.0% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling