-28.0%
DHR vs NTR
+45.7%
-73.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -1.3% | -2.3% | -3.5% |
| 30D | -2.7% | +16.8% | -19.5% | -4.7% |
| 3M | +10.9% | +20.7% | -9.8% | +8.0% |
| 6M | +3.0% | +0.5% | +2.5% | +2.6% |
| YTD | -12.2% | +29.2% | -41.4% | -16.2% |
| 1Y | +3.3% | +39.6% | -36.3% | -3.1% |
| 3Y | -8.2% | +37.9% | -46.1% | -15.0% |
| All | -28.0% | +45.7% | -73.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling