+137.0%
DHR vs REPL
-9.7%
+146.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -2.4% | -9.6% | +7.2% | -2.1% |
| 30D | -2.2% | +5.7% | -7.9% | -2.4% |
| 3M | +9.0% | +56.4% | -47.4% | +6.1% |
| 6M | +3.5% | +67.4% | -64.0% | -2.3% |
| YTD | -10.1% | +48.7% | -58.8% | -14.9% |
| 1Y | +6.2% | +148.3% | -142.1% | -4.3% |
| 3Y | -5.4% | -26.7% | +21.3% | -17.4% |
| 5Y | -27.9% | -54.1% | +26.2% | -36.4% |
| All | +137.0% | -9.7% | +146.7% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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