-10.6%
DHR vs ROP
+1.6%
-12.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +0.2% | -2.9% | +3.1% | +1.7% |
| 30D | +6.4% | +30.1% | -23.7% | -8.6% |
| 3M | +13.6% | +19.9% | -6.2% | +2.0% |
| 6M | +41.9% | +46.0% | -4.2% | +12.5% |
| YTD | +3.4% | +8.4% | -4.9% | -1.9% |
| 1Y | +9.9% | +8.8% | +1.0% | +3.8% |
| 3Y | +21.6% | -5.6% | +27.2% | +24.1% |
| 5Y | -10.6% | +3.0% | -13.6% | -18.2% |
| All | -10.6% | +1.6% | -12.2% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling