+249.4%
DHR vs RF
+248.4%
+1.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +7.4% | +6.2% | +1.2% | +6.0% |
| 3M | +13.0% | -7.8% | +20.8% | +14.9% |
| 6M | +38.5% | +5.9% | +32.5% | +36.4% |
| YTD | +3.8% | +9.0% | -5.3% | +1.4% |
| 1Y | +12.6% | +19.3% | -6.6% | +7.9% |
| 3Y | +22.0% | +116.4% | -94.5% | +2.4% |
| 5Y | -9.5% | +46.0% | -55.6% | -19.3% |
| 10Y | +249.4% | +239.8% | +9.6% | +176.4% |
| All | +249.4% | +248.4% | +1.0% | +176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling