-27.3%
DHR vs RF
+89.8%
-117.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.9% | +1.3% | -5.2% | -4.3% |
| 30D | +4.0% | -3.6% | +7.6% | +5.1% |
| 3M | +11.5% | +8.1% | +3.4% | +8.5% |
| 6M | +1.9% | +11.5% | -9.6% | -1.9% |
| YTD | -8.9% | +15.6% | -24.5% | -13.5% |
| 1Y | +5.1% | +15.7% | -10.6% | -0.4% |
| 3Y | -10.3% | +86.9% | -97.2% | -27.8% |
| All | -27.3% | +89.8% | -117.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling