+8,613.2%
DHR vs RMBS
+1,363.4%
+7,249.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.3% |
| 7D | -0.8% | +3.0% | -3.8% | -1.1% |
| 30D | +0.2% | -14.4% | +14.6% | +1.5% |
| 3M | +12.1% | -42.8% | +54.9% | +16.8% |
| 6M | +5.4% | -1.4% | +6.8% | +3.5% |
| YTD | -10.0% | -5.4% | -4.5% | -11.8% |
| 1Y | +4.1% | +18.6% | -14.5% | -0.8% |
| 3Y | -5.2% | +57.3% | -62.5% | -14.0% |
| 5Y | -28.2% | +265.7% | -293.9% | -40.0% |
| 10Y | +208.4% | +546.0% | -337.6% | +142.4% |
| All | +8,613.2% | +1,363.4% | +7,249.8% | +4,938.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling