+245.2%
DHR vs RL
+347.1%
-101.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +0.2% | -4.4% | +4.5% | +1.0% |
| 30D | +6.4% | +5.6% | +0.8% | +5.3% |
| 3M | +13.6% | -0.6% | +14.3% | +13.6% |
| 6M | +41.9% | +15.5% | +26.4% | +37.3% |
| YTD | +3.4% | +12.3% | -8.9% | +0.4% |
| 1Y | +9.9% | +19.3% | -9.5% | +5.3% |
| 3Y | +21.6% | +255.5% | -234.0% | -5.4% |
| 5Y | -10.6% | +247.1% | -257.6% | -31.5% |
| 10Y | +245.2% | +346.0% | -100.9% | +144.2% |
| All | +245.2% | +347.1% | -101.9% | +144.2% |
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 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