-27.9%
DHR vs RVTY
-34.2%
+6.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +1.2% |
| 7D | -2.4% | -5.4% | +3.0% | +0.6% |
| 30D | -2.2% | +6.7% | -8.9% | -5.7% |
| 3M | +9.0% | +19.0% | -10.1% | -1.6% |
| 6M | +3.5% | +34.6% | -31.2% | -13.6% |
| YTD | -10.1% | +28.3% | -38.4% | -23.5% |
| 1Y | +6.2% | +46.0% | -39.8% | -16.5% |
| 3Y | -5.4% | +16.9% | -22.2% | -18.7% |
| 5Y | -27.9% | -32.9% | +5.0% | -14.0% |
| All | -27.9% | -34.2% | +6.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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