+52,902.4%
DHR vs NYT
+758.3%
+52,144.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -2.7% | +4.6% | -7.3% | -3.8% |
| 3M | +10.9% | -9.6% | +20.5% | +12.9% |
| 6M | +3.0% | -14.0% | +17.0% | +5.8% |
| YTD | -12.2% | -2.8% | -9.4% | -12.6% |
| 1Y | +3.3% | +15.6% | -12.3% | -1.4% |
| 3Y | -8.2% | +56.3% | -64.5% | -19.5% |
| 5Y | -29.9% | +39.5% | -69.4% | -38.1% |
| 10Y | +208.5% | +488.0% | -279.5% | +84.3% |
| All | +52,902.4% | +758.3% | +52,144.1% | +25,505.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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