+204.4%
DHR vs RMD
+276.6%
-72.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -5.0% | -4.2% | -0.8% | -3.6% |
| 30D | -3.3% | -2.1% | -1.3% | -2.6% |
| 3M | +9.4% | +13.8% | -4.3% | +4.4% |
| 6M | +3.2% | -10.6% | +13.8% | +6.5% |
| YTD | -12.0% | -8.1% | -3.9% | -10.2% |
| 1Y | +4.9% | -18.0% | +22.8% | +11.1% |
| 3Y | -7.4% | +52.9% | -60.2% | -24.1% |
| 5Y | -29.8% | -22.3% | -7.5% | -27.7% |
| All | +204.4% | +276.6% | -72.2% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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