-27.8%
DHR vs ROP
-15.3%
-12.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.5% |
| 7D | -0.8% | -5.4% | +4.6% | +2.4% |
| 30D | +0.2% | -1.6% | +1.9% | +1.1% |
| 3M | +12.1% | +18.8% | -6.8% | +0.8% |
| 6M | +5.4% | +8.2% | -2.8% | -0.1% |
| YTD | -10.0% | -10.5% | +0.5% | -4.4% |
| 1Y | +4.1% | -23.7% | +27.8% | +22.8% |
| 3Y | -5.2% | -17.9% | +12.7% | +3.9% |
| All | -27.8% | -15.3% | -12.5% | -26.1% |
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