-8.2%
DHR vs RDW
+241.5%
-249.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | -2.7% | -21.3% | +18.5% | -2.0% |
| 3M | +10.9% | -37.9% | +48.8% | +12.7% |
| 6M | +3.0% | +12.3% | -9.2% | +0.9% |
| YTD | -12.2% | +39.7% | -51.9% | -15.8% |
| 1Y | +3.3% | +25.7% | -22.4% | -1.1% |
| 3Y | -8.2% | +230.8% | -239.0% | -19.5% |
| All | -8.2% | +241.5% | -249.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling