+203.8%
DHR vs RIG
-41.2%
+245.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -3.6% | -3.1% | -0.5% | -3.5% |
| 30D | -2.7% | -0.5% | -2.2% | -2.7% |
| 3M | +10.9% | -6.0% | +16.9% | +11.1% |
| 6M | +3.0% | -10.1% | +13.2% | +3.2% |
| YTD | -12.2% | +37.3% | -49.5% | -13.9% |
| 1Y | +3.3% | +73.9% | -70.6% | +0.1% |
| 3Y | -8.2% | -30.2% | +22.0% | -9.2% |
| 5Y | -29.9% | +62.5% | -92.4% | -33.2% |
| All | +203.8% | -41.2% | +245.0% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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