+624.8%
DHR vs RNG
+305.9%
+318.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.4% | -4.1% | +1.6% | -1.8% |
| 30D | -2.2% | +8.6% | -10.8% | -3.5% |
| 3M | +9.0% | +78.0% | -69.0% | -0.9% |
| 6M | +3.5% | +67.0% | -63.6% | -5.8% |
| YTD | -10.1% | +142.4% | -152.6% | -24.0% |
| 1Y | +6.2% | +120.4% | -114.3% | -9.2% |
| 3Y | -5.4% | +122.1% | -127.5% | -21.8% |
| 5Y | -27.9% | -69.8% | +42.0% | -24.1% |
| 10Y | +215.7% | +223.4% | -7.7% | +132.6% |
| All | +624.8% | +305.9% | +318.9% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling