+6.4%
DHR vs ROIV
+295.0%
-288.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -19.9% | -2.8% |
| 7D | -0.8% | +20.2% | -21.0% | -2.6% |
| 30D | +0.2% | +14.1% | -13.9% | -1.1% |
| 3M | +12.1% | +45.6% | -33.5% | +7.9% |
| 6M | +5.4% | +44.1% | -38.7% | +1.5% |
| YTD | -10.0% | +91.2% | -101.1% | -15.7% |
| 1Y | +4.1% | +221.3% | -217.2% | -7.1% |
| 3Y | -5.2% | +229.2% | -234.4% | -16.6% |
| 5Y | -28.2% | +316.5% | -344.7% | -41.3% |
| All | +6.4% | +295.0% | -288.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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