+249.8%
DHR vs RL
+337.1%
-87.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | +1.2% | +2.6% | -1.4% | +0.7% |
| 30D | +3.7% | +2.9% | +0.8% | +3.1% |
| 3M | +14.5% | 0.0% | +14.5% | +14.3% |
| 6M | +40.9% | +17.1% | +23.8% | +36.0% |
| YTD | +2.4% | +10.1% | -7.7% | -0.3% |
| 1Y | +6.1% | +17.3% | -11.2% | +2.1% |
| 3Y | +21.0% | +249.3% | -228.3% | -5.7% |
| 5Y | -11.4% | +240.9% | -252.3% | -32.0% |
| All | +249.8% | +337.1% | -87.3% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling