+62,326.8%
DHR vs ROL
+9,745.6%
+52,581.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +13.6% | +4.5% | +9.2% | +11.3% |
| 6M | +41.9% | -26.5% | +68.4% | +55.6% |
| YTD | +3.4% | -34.8% | +38.2% | +17.8% |
| 1Y | +9.9% | -33.2% | +43.0% | +23.9% |
| 3Y | +21.6% | +4.5% | +17.1% | +16.1% |
| 5Y | -10.6% | +15.5% | -26.1% | -18.7% |
| 10Y | +245.2% | +217.2% | +27.9% | +117.6% |
| All | +62,326.8% | +9,745.6% | +52,581.2% | +12,821.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling