+45.7%
DHR vs RVMD
+636.2%
-590.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -2.2% | +0.3% | -2.5% | -2.3% |
| 3M | +9.0% | +38.9% | -29.9% | +5.0% |
| 6M | +3.5% | +108.1% | -104.6% | -5.2% |
| YTD | -10.1% | +160.7% | -170.9% | -20.2% |
| 1Y | +6.2% | +407.3% | -401.1% | -12.6% |
| 3Y | -5.4% | +546.6% | -551.9% | -25.9% |
| 5Y | -27.9% | +579.8% | -607.7% | -46.6% |
| All | +45.7% | +636.2% | -590.4% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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