-10.0%
DHR vs ROST
+109.2%
-119.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +3.7% | +0.5% | +3.2% | +3.5% |
| 3M | +14.5% | -5.2% | +19.7% | +15.8% |
| 6M | +40.9% | +9.8% | +31.1% | +36.4% |
| YTD | +2.4% | +29.4% | -27.0% | -5.4% |
| 1Y | +6.1% | +44.4% | -38.2% | -4.9% |
| 3Y | +21.0% | +95.0% | -74.0% | -0.8% |
| All | -10.0% | +109.2% | -119.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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