-29.8%
DHR vs RIG
+58.5%
-88.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -5.0% | -4.2% | -0.8% | -4.7% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | +9.4% | -4.0% | +13.4% | +9.6% |
| 6M | +3.2% | -6.3% | +9.5% | +3.1% |
| YTD | -12.0% | +39.7% | -51.7% | -15.2% |
| 1Y | +4.9% | +78.1% | -73.2% | -1.3% |
| 3Y | -7.4% | -29.5% | +22.1% | -10.2% |
| 5Y | -29.8% | +65.3% | -95.1% | -32.5% |
| All | -29.8% | +58.5% | -88.3% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling