+203.8%
DHR vs RRX
+228.4%
-24.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.2% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | -2.7% | -6.1% | +3.4% | -1.3% |
| 3M | +10.9% | -23.1% | +34.0% | +16.8% |
| 6M | +3.0% | -19.5% | +22.6% | +5.6% |
| YTD | -12.2% | +16.1% | -28.3% | -20.2% |
| 1Y | +3.3% | +12.9% | -9.6% | -5.9% |
| 3Y | -8.2% | +7.9% | -16.1% | -18.7% |
| 5Y | -29.9% | +19.1% | -49.0% | -41.3% |
| All | +203.8% | +228.4% | -24.6% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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