+2,065.3%
DHR vs ITOT
+879.4%
+1,185.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.5% |
| 7D | -5.0% | -2.0% | -2.9% | -3.2% |
| 30D | -3.3% | -2.0% | -1.4% | -1.6% |
| 3M | +9.4% | +4.5% | +4.9% | +4.7% |
| 6M | +3.2% | +12.6% | -9.5% | -7.8% |
| YTD | -12.0% | +12.0% | -24.0% | -20.9% |
| 1Y | +4.9% | +17.3% | -12.4% | -9.7% |
| 3Y | -7.4% | +75.2% | -82.6% | -44.5% |
| 5Y | -29.8% | +74.0% | -103.8% | -57.8% |
| 10Y | +209.1% | +298.6% | -89.5% | -14.2% |
| All | +2,065.3% | +879.4% | +1,185.8% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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