+203.8%
DHR vs RRC
+4.9%
+198.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | -2.7% | +2.7% | -5.4% | -2.9% |
| 3M | +10.9% | +8.8% | +2.1% | +10.2% |
| 6M | +3.0% | -1.2% | +4.2% | +2.9% |
| YTD | -12.2% | +17.6% | -29.8% | -13.5% |
| 1Y | +3.3% | +18.4% | -15.1% | +1.6% |
| 3Y | -8.2% | +33.1% | -41.3% | -10.9% |
| 5Y | -29.9% | +148.2% | -178.1% | -34.9% |
| All | +203.8% | +4.9% | +198.9% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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