+520.2%
DHR vs RUN
-33.9%
+554.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +1.2% | -13.5% | +14.7% | +2.3% |
| 30D | +3.7% | +18.3% | -14.6% | +1.9% |
| 3M | +14.5% | -12.5% | +27.0% | +15.2% |
| 6M | +40.9% | -40.3% | +81.2% | +45.7% |
| YTD | +2.4% | -53.1% | +55.5% | +6.4% |
| 1Y | +6.1% | -54.3% | +60.4% | +10.3% |
| 3Y | +21.0% | -6.5% | +27.5% | +6.4% |
| 5Y | -11.4% | -85.3% | +73.9% | -12.5% |
| 10Y | +241.8% | +68.9% | +172.9% | +188.6% |
| All | +520.2% | -33.9% | +554.1% | +433.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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