-10.6%
DHR vs ROL
+14.4%
-25.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | +6.4% | +20.6% | -14.2% | +0.6% |
| 3M | +13.6% | +4.5% | +9.2% | +12.0% |
| 6M | +41.9% | -26.5% | +68.4% | +56.0% |
| YTD | +3.4% | -34.8% | +38.2% | +18.1% |
| 1Y | +9.9% | -33.2% | +43.0% | +24.2% |
| 3Y | +21.6% | +4.5% | +17.1% | +13.6% |
| 5Y | -10.6% | +15.5% | -26.1% | -25.3% |
| All | -10.6% | +14.4% | -25.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling