+249.8%
DHR vs ROP
+185.2%
+64.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +1.2% | +0.7% | +0.5% | +0.8% |
| 30D | +3.7% | +28.8% | -25.1% | -9.9% |
| 3M | +14.5% | +21.1% | -6.6% | +2.5% |
| 6M | +40.9% | +52.5% | -11.6% | +10.6% |
| YTD | +2.4% | +8.9% | -6.5% | -4.0% |
| 1Y | +6.1% | +8.2% | -2.1% | -0.2% |
| 3Y | +21.0% | -5.2% | +26.2% | +21.5% |
| 5Y | -11.4% | +1.7% | -13.1% | -15.3% |
| All | +249.8% | +185.2% | +64.6% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling