+54,149.7%
DHR vs RRX
+3,824.6%
+50,325.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -2.2% | -8.0% | +5.8% | -0.1% |
| 3M | +9.0% | -25.1% | +34.0% | +15.6% |
| 6M | +3.5% | -18.3% | +21.7% | +5.9% |
| YTD | -10.1% | +14.2% | -24.3% | -16.9% |
| 1Y | +6.2% | +13.0% | -6.9% | -2.1% |
| 3Y | -5.4% | +4.2% | -9.6% | -14.0% |
| 5Y | -27.9% | +17.9% | -45.8% | -37.8% |
| 10Y | +215.7% | +220.4% | -4.7% | +96.5% |
| All | +54,149.7% | +3,824.6% | +50,325.1% | +20,467.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling