+21.0%
DHR vs RIG
-16.1%
+37.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | -0.1% |
| 7D | +1.2% | +5.7% | -4.5% | +0.6% |
| 30D | +3.7% | -0.7% | +4.4% | +3.6% |
| 3M | +14.5% | -3.1% | +17.6% | +14.5% |
| 6M | +40.9% | -16.3% | +57.2% | +42.8% |
| YTD | +2.4% | +34.1% | -31.7% | -3.5% |
| 1Y | +6.1% | +38.2% | -32.0% | -0.5% |
| 3Y | +21.0% | -15.3% | +36.3% | +11.0% |
| All | +21.0% | -16.1% | +37.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling