+203.8%
DHR vs RMBS
+566.4%
-362.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -3.6% | +1.8% | -5.4% | -3.9% |
| 30D | -2.7% | -13.9% | +11.2% | -0.6% |
| 3M | +10.9% | -39.8% | +50.7% | +18.8% |
| 6M | +3.0% | -6.0% | +9.0% | -1.1% |
| YTD | -12.2% | -5.4% | -6.8% | -16.9% |
| 1Y | +3.3% | -1.8% | +5.1% | -4.7% |
| 3Y | -8.2% | +53.7% | -61.9% | -29.0% |
| 5Y | -29.9% | +268.5% | -298.4% | -59.3% |
| All | +203.8% | +566.4% | -362.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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