+10.7%
DHR vs RF
+25.4%
-14.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | +0.4% | +2.3% | -1.9% | -0.4% |
| 30D | +6.2% | +7.2% | -1.0% | +3.8% |
| 3M | +20.8% | -8.2% | +29.0% | +24.5% |
| 6M | +35.5% | +7.0% | +28.5% | +30.5% |
| YTD | +3.2% | +10.3% | -7.1% | -3.8% |
| 1Y | +10.7% | +25.1% | -14.4% | -0.5% |
| All | +10.7% | +25.4% | -14.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling