+38,210.3%
DHR vs STRL
+19,359.6%
+18,850.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.3% | -1.8% |
| 7D | -3.9% | +3.4% | -7.3% | -4.0% |
| 30D | +4.0% | -9.2% | +13.2% | +4.3% |
| 3M | +11.5% | -51.0% | +62.5% | +14.1% |
| 6M | +1.9% | +15.8% | -13.9% | +0.1% |
| YTD | -8.9% | +58.9% | -67.8% | -11.7% |
| 1Y | +5.1% | +68.5% | -63.4% | +1.4% |
| 3Y | -10.3% | +485.2% | -495.5% | -18.4% |
| 5Y | -27.8% | +2,005.1% | -2,032.9% | -37.6% |
| 10Y | +203.6% | +7,118.0% | -6,914.3% | +147.3% |
| All | +38,210.3% | +19,359.6% | +18,850.7% | +30,995.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling