+12.9%
DHR vs RKT
-12.9%
+25.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -6.3% | +2.6% | -2.9% |
| 30D | -2.7% | -6.2% | +3.4% | -2.1% |
| 3M | +10.9% | -1.9% | +12.8% | +10.8% |
| 6M | +3.0% | -13.0% | +16.0% | +3.8% |
| YTD | -12.2% | -31.9% | +19.7% | -9.6% |
| 1Y | +3.3% | -37.6% | +40.9% | +7.0% |
| 3Y | -8.2% | +36.8% | -45.0% | -14.7% |
| 5Y | -29.9% | -9.7% | -20.2% | -35.9% |
| All | +12.9% | -12.9% | +25.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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