+54,250.3%
DHR vs ROK
+15,675.2%
+38,575.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -0.8% | +2.8% | -3.6% | -1.8% |
| 30D | +0.2% | -2.4% | +2.6% | +1.0% |
| 3M | +12.1% | -4.7% | +16.8% | +13.3% |
| 6M | +5.4% | +16.8% | -11.3% | -1.1% |
| YTD | -10.0% | +11.4% | -21.3% | -14.4% |
| 1Y | +4.1% | +26.2% | -22.1% | -5.5% |
| 3Y | -5.2% | +51.9% | -57.0% | -21.5% |
| 5Y | -28.2% | +46.4% | -74.6% | -40.9% |
| 10Y | +208.4% | +343.5% | -135.1% | +64.1% |
| All | +54,250.3% | +15,675.2% | +38,575.2% | +9,219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling