+22.4%
DHR vs REPL
+91.4%
-69.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.8% | +2.1% |
| 7D | +3.1% | +14.2% | -11.1% | +3.1% |
| 30D | +7.0% | +65.9% | -58.9% | +6.9% |
| 3M | +15.0% | +84.6% | -69.5% | +14.9% |
| 6M | +37.9% | +446.9% | -409.0% | +36.9% |
| YTD | +3.3% | +129.0% | -125.7% | +3.3% |
| 1Y | +12.8% | +167.9% | -155.0% | +12.5% |
| 3Y | +22.4% | +93.9% | -71.5% | +15.5% |
| All | +22.4% | +91.4% | -69.0% | +15.5% |
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