-8.0%
DHR vs RNG
+120.1%
-128.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -5.0% | -9.6% | +4.6% | -4.0% |
| 30D | -3.3% | +8.8% | -12.1% | -4.3% |
| 3M | +9.4% | +78.6% | -69.2% | +2.3% |
| 6M | +3.2% | +70.3% | -67.1% | -3.8% |
| YTD | -12.0% | +140.3% | -152.4% | -22.3% |
| 1Y | +4.9% | +126.6% | -121.7% | -6.9% |
| All | -8.0% | +120.1% | -128.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling