+215.7%
DHR vs STRL
+7,055.3%
-6,839.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.4% | +8.2% | -10.6% | -3.1% |
| 30D | -2.2% | -6.3% | +4.2% | -1.7% |
| 3M | +9.0% | -41.2% | +50.1% | +13.2% |
| 6M | +3.5% | +20.4% | -16.9% | -2.2% |
| YTD | -10.1% | +61.7% | -71.8% | -18.2% |
| 1Y | +6.2% | +72.7% | -66.5% | -4.9% |
| 3Y | -5.4% | +530.9% | -536.3% | -30.4% |
| 5Y | -27.9% | +2,125.4% | -2,153.3% | -55.3% |
| 10Y | +215.7% | +7,301.3% | -7,085.6% | +62.7% |
| All | +215.7% | +7,055.3% | -6,839.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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