+54,893.9%
DHR vs ROK
+15,847.2%
+39,046.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | +4.0% | -3.3% | +7.3% | +5.2% |
| 3M | +11.5% | -5.9% | +17.4% | +13.2% |
| 6M | +1.9% | +13.9% | -12.0% | -3.6% |
| YTD | -8.9% | +12.6% | -21.5% | -13.8% |
| 1Y | +5.1% | +28.6% | -23.5% | -5.2% |
| 3Y | -10.3% | +45.1% | -55.4% | -24.5% |
| 5Y | -27.8% | +45.6% | -73.4% | -40.4% |
| 10Y | +203.6% | +345.0% | -141.4% | +61.4% |
| All | +54,893.9% | +15,847.2% | +39,046.7% | +9,294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling