+4,954.5%
DHR vs RSG
+2,013.0%
+2,941.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.2% | +3.7% | -5.8% | -3.2% |
| 3M | +9.0% | +6.2% | +2.8% | +7.0% |
| 6M | +3.5% | -2.8% | +6.3% | +4.2% |
| YTD | -10.1% | +5.9% | -16.0% | -11.9% |
| 1Y | +6.2% | -1.8% | +8.0% | +6.4% |
| 3Y | -5.4% | +57.5% | -62.9% | -18.4% |
| 5Y | -27.9% | +91.1% | -119.0% | -41.3% |
| 10Y | +215.7% | +428.1% | -212.3% | +93.7% |
| All | +4,954.5% | +2,013.0% | +2,941.5% | +2,197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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