+203.8%
DHR vs RJF
+429.3%
-225.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -2.7% | -0.9% | -2.8% |
| 30D | -2.7% | -4.3% | +1.5% | -1.5% |
| 3M | +10.9% | +15.7% | -4.8% | +5.8% |
| 6M | +3.0% | +17.8% | -14.8% | -2.4% |
| YTD | -12.2% | +9.2% | -21.4% | -15.1% |
| 1Y | +3.3% | +2.8% | +0.5% | +1.4% |
| 3Y | -8.2% | +69.5% | -77.7% | -23.9% |
| 5Y | -29.9% | +105.9% | -135.8% | -45.7% |
| All | +203.8% | +429.3% | -225.5% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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