+22.0%
DHR vs STRL
+340.9%
-318.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +2.6% | -19.8% | +22.4% | +3.3% |
| 30D | +7.4% | -43.6% | +51.0% | +9.6% |
| 3M | +13.0% | -45.2% | +58.2% | +15.2% |
| 6M | +38.5% | -65.7% | +104.2% | +43.9% |
| YTD | +3.8% | -5.4% | +9.2% | -2.2% |
| 1Y | +12.6% | -24.7% | +37.3% | +8.1% |
| 3Y | +22.0% | +335.0% | -313.1% | -8.2% |
| All | +22.0% | +340.9% | -318.9% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling