+203.8%
DHR vs SRE
+122.3%
+81.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -2.7% | -3.0% | +0.3% | -2.0% |
| 3M | +10.9% | -8.3% | +19.2% | +13.8% |
| 6M | +3.0% | -8.9% | +11.9% | +5.6% |
| YTD | -12.2% | -4.3% | -7.9% | -11.7% |
| 1Y | +3.3% | +2.7% | +0.6% | +1.2% |
| 3Y | -8.2% | +28.7% | -36.9% | -18.9% |
| 5Y | -29.9% | +47.1% | -77.0% | -40.7% |
| All | +203.8% | +122.3% | +81.5% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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