+8,340.8%
DHR vs RL
+1,366.2%
+6,974.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | +4.0% | -7.8% | +11.8% | +5.9% |
| 3M | +11.5% | -4.0% | +15.5% | +12.2% |
| 6M | +1.9% | -1.9% | +3.7% | +1.5% |
| YTD | -8.9% | -0.2% | -8.7% | -9.7% |
| 1Y | +5.1% | +10.7% | -5.6% | +1.5% |
| 3Y | -10.3% | +210.8% | -221.1% | -33.2% |
| 5Y | -27.8% | +238.2% | -266.0% | -48.6% |
| 10Y | +203.6% | +313.4% | -109.7% | +88.4% |
| All | +8,340.8% | +1,366.2% | +6,974.6% | +3,061.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling