+54,893.9%
DHR vs ROST
+70,186.3%
-15,292.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.9% | +0.9% | -4.8% | -4.1% |
| 30D | +4.0% | -8.9% | +12.9% | +5.7% |
| 3M | +11.5% | -0.8% | +12.3% | +11.4% |
| 6M | +1.9% | +8.5% | -6.6% | -0.1% |
| YTD | -8.9% | +28.6% | -37.5% | -13.5% |
| 1Y | +5.1% | +52.3% | -47.2% | -3.4% |
| 3Y | -10.3% | +94.8% | -105.1% | -21.6% |
| 5Y | -27.8% | +110.8% | -138.6% | -38.9% |
| 10Y | +203.6% | +304.5% | -100.9% | +120.5% |
| All | +54,893.9% | +70,186.3% | -15,292.4% | +19,372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling