-5.2%
DHR vs REPL
-24.7%
+19.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -0.8% | -5.7% | +4.9% | -0.8% |
| 30D | +0.2% | +22.5% | -22.2% | +0.2% |
| 3M | +12.1% | +64.7% | -52.6% | +11.8% |
| 6M | +5.4% | +83.0% | -77.6% | +5.1% |
| YTD | -10.0% | +52.0% | -61.9% | -10.1% |
| 1Y | +4.1% | +144.5% | -140.5% | +2.4% |
| 3Y | -5.2% | -25.1% | +19.9% | -6.8% |
| All | -5.2% | -24.7% | +19.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling