+140.3%
DHR vs REPL
-6.0%
+146.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.9% | -3.0% | -0.9% | -3.8% |
| 30D | +4.0% | +27.1% | -23.1% | +3.2% |
| 3M | +11.5% | +52.4% | -40.9% | +8.7% |
| 6M | +1.9% | +107.4% | -105.6% | -4.7% |
| YTD | -8.9% | +54.7% | -63.6% | -13.8% |
| 1Y | +5.1% | +158.9% | -153.8% | -5.4% |
| 3Y | -10.3% | -23.7% | +13.4% | -21.8% |
| 5Y | -27.8% | -54.3% | +26.5% | -36.2% |
| All | +140.3% | -6.0% | +146.3% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling