-28.2%
DHR vs RL
+241.4%
-269.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.9% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | +0.2% | -12.2% | +12.4% | +3.5% |
| 3M | +12.1% | -6.6% | +18.7% | +13.5% |
| 6M | +5.4% | +3.2% | +2.3% | +3.6% |
| YTD | -10.0% | -1.3% | -8.7% | -10.7% |
| 1Y | +4.1% | +13.6% | -9.5% | -0.7% |
| 3Y | -5.2% | +210.9% | -216.1% | -32.7% |
| 5Y | -28.2% | +246.9% | -275.1% | -51.2% |
| All | -28.2% | +241.4% | -269.7% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling