+248.5%
DHR vs SO
+193.6%
+54.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.8% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | +4.2% | +4.9% | -0.8% | +2.2% |
| 3M | +13.0% | +0.8% | +12.2% | +12.4% |
| 6M | +40.2% | +0.6% | +39.6% | +39.5% |
| YTD | +2.0% | +8.7% | -6.6% | -1.8% |
| 1Y | +6.6% | +4.0% | +2.6% | +4.3% |
| 3Y | +19.9% | +50.6% | -30.6% | 0.0% |
| 5Y | -11.7% | +77.5% | -89.2% | -31.2% |
| All | +248.5% | +193.6% | +54.9% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling