-28.2%
DHR vs STRL
+2,093.0%
-2,121.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.4% |
| 7D | -0.8% | +10.1% | -10.9% | -1.6% |
| 30D | +0.2% | -8.2% | +8.4% | +0.7% |
| 3M | +12.1% | -43.7% | +55.7% | +16.5% |
| 6M | +5.4% | +27.1% | -21.7% | -1.3% |
| YTD | -10.0% | +64.0% | -74.0% | -18.6% |
| 1Y | +4.1% | +75.2% | -71.1% | -7.8% |
| 3Y | -5.2% | +539.9% | -545.1% | -34.7% |
| 5Y | -28.2% | +2,133.0% | -2,161.2% | -61.7% |
| All | -28.2% | +2,093.0% | -2,121.2% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling