+3,110.2%
DHR vs FLR
+603.8%
+2,506.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | -3.9% | +5.4% | -9.3% | -4.8% |
| 30D | +4.0% | +11.4% | -7.4% | +1.7% |
| 3M | +11.5% | +11.4% | +0.1% | +8.4% |
| 6M | +1.9% | +16.6% | -14.8% | -2.3% |
| YTD | -8.9% | +41.7% | -50.6% | -15.8% |
| 1Y | +5.1% | +35.4% | -30.3% | -2.6% |
| 3Y | -10.3% | +57.3% | -67.6% | -21.9% |
| 5Y | -27.8% | +241.0% | -268.8% | -47.2% |
| 10Y | +203.6% | +16.6% | +187.0% | +138.3% |
| All | +3,110.2% | +603.8% | +2,506.4% | +1,396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling