-8.2%
DHR vs ROK
+51.1%
-59.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | -2.7% | -4.8% | +2.1% | -1.4% |
| 3M | +10.9% | -6.1% | +17.0% | +12.4% |
| 6M | +3.0% | +15.5% | -12.4% | -2.7% |
| YTD | -12.2% | +11.2% | -23.4% | -16.3% |
| 1Y | +3.3% | +23.8% | -20.5% | -5.0% |
| 3Y | -8.2% | +53.1% | -61.3% | -24.6% |
| All | -8.2% | +51.1% | -59.3% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling