-5.2%
DHR vs ROL
+1.0%
-6.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.1% |
| 30D | +0.2% | -6.9% | +7.2% | +1.7% |
| 3M | +12.1% | -24.6% | +36.7% | +18.8% |
| 6M | +5.4% | -39.5% | +45.0% | +17.9% |
| YTD | -10.0% | -41.1% | +31.1% | +1.1% |
| 1Y | +4.1% | -37.9% | +42.0% | +15.0% |
| 3Y | -5.2% | +0.8% | -6.0% | -4.2% |
| All | -5.2% | +1.0% | -6.2% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling