+4.9%
DHR vs ROL
-38.5%
+43.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -5.0% | -3.2% | -1.8% | -4.7% |
| 30D | -3.3% | -6.6% | +3.3% | -2.7% |
| 3M | +9.4% | -27.3% | +36.7% | +13.2% |
| 6M | +3.2% | -38.1% | +41.2% | +8.9% |
| YTD | -12.0% | -41.8% | +29.7% | -5.9% |
| 1Y | +4.9% | -37.8% | +42.7% | +11.6% |
| All | +4.9% | -38.5% | +43.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling