-29.8%
DHR vs RTX
+162.0%
-191.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -5.0% | -2.0% | -3.0% | -4.4% |
| 30D | -3.3% | -11.2% | +7.9% | +0.2% |
| 3M | +9.4% | +12.0% | -2.6% | +5.3% |
| 6M | +3.2% | -3.6% | +6.7% | +3.8% |
| YTD | -12.0% | +9.2% | -21.2% | -15.1% |
| 1Y | +4.9% | +29.7% | -24.8% | -4.3% |
| 3Y | -7.4% | +152.0% | -159.3% | -31.7% |
| 5Y | -29.8% | +165.8% | -195.5% | -47.2% |
| All | -29.8% | +162.0% | -191.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 5y: compounded portfolio wealth divided by compounded RTX 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…
5y analysis · Full analysis span regression · 6 months rolling