+203.8%
DHR vs QSR
+135.2%
+68.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -4.0% | +0.4% | -2.5% |
| 30D | -2.7% | +2.8% | -5.5% | -3.5% |
| 3M | +10.9% | +5.1% | +5.8% | +9.2% |
| 6M | +3.0% | +8.8% | -5.8% | +0.3% |
| YTD | -12.2% | +14.8% | -27.0% | -16.1% |
| 1Y | +3.3% | +25.7% | -22.4% | -4.0% |
| 3Y | -8.2% | +27.5% | -35.7% | -15.9% |
| 5Y | -29.9% | +41.3% | -71.2% | -38.2% |
| All | +203.8% | +135.2% | +68.6% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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