+154.6%
DHR vs NTR
+97.9%
+56.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -2.7% | +16.8% | -19.5% | -5.6% |
| 3M | +10.9% | +20.7% | -9.8% | +6.7% |
| 6M | +3.0% | +0.5% | +2.5% | +2.2% |
| YTD | -12.2% | +29.2% | -41.4% | -17.6% |
| 1Y | +3.3% | +39.6% | -36.3% | -5.1% |
| 3Y | -8.2% | +37.9% | -46.1% | -16.7% |
| 5Y | -29.9% | +47.1% | -77.0% | -40.4% |
| All | +154.6% | +97.9% | +56.6% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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