+52,902.4%
DHR vs NTRS
+7,800.3%
+45,102.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.6% | +1.4% | -5.0% | -4.1% |
| 30D | -2.7% | -0.7% | -2.1% | -2.6% |
| 3M | +10.9% | +11.3% | -0.4% | +6.7% |
| 6M | +3.0% | +35.5% | -32.5% | -7.2% |
| YTD | -12.2% | +40.6% | -52.8% | -22.1% |
| 1Y | +3.3% | +49.2% | -45.9% | -10.4% |
| 3Y | -8.2% | +167.2% | -175.4% | -35.2% |
| 5Y | -29.9% | +94.9% | -124.8% | -46.2% |
| 10Y | +208.5% | +259.5% | -51.0% | +82.3% |
| All | +52,902.4% | +7,800.3% | +45,102.1% | +10,890.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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