+203.8%
DHR vs ROP
+135.6%
+68.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -4.6% | +1.0% | -1.1% |
| 30D | -2.7% | -1.7% | -1.0% | -1.9% |
| 3M | +10.9% | +17.1% | -6.1% | +1.5% |
| 6M | +3.0% | +10.9% | -7.8% | -3.2% |
| YTD | -12.2% | -12.1% | -0.1% | -7.0% |
| 1Y | +3.3% | -24.2% | +27.6% | +18.7% |
| 3Y | -8.2% | -20.4% | +12.2% | +1.8% |
| 5Y | -29.9% | -15.4% | -14.5% | -25.4% |
| All | +203.8% | +135.6% | +68.1% | +94.3% |
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