+204.4%
DHR vs RL
+308.3%
-104.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -5.0% | -2.2% | -2.8% | -4.6% |
| 30D | -3.3% | -15.3% | +12.0% | -0.4% |
| 3M | +9.4% | -10.3% | +19.8% | +11.3% |
| 6M | +3.2% | -2.2% | +5.4% | +2.9% |
| YTD | -12.0% | -4.3% | -7.7% | -12.0% |
| 1Y | +4.9% | +8.9% | -4.0% | +2.3% |
| 3Y | -7.4% | +201.4% | -208.8% | -25.7% |
| 5Y | -29.8% | +230.6% | -260.3% | -45.5% |
| All | +204.4% | +308.3% | -104.0% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling