+43,388.3%
DHR vs STRL
+12,054.0%
+31,334.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -0.5% |
| 7D | +0.2% | +7.1% | -7.0% | -0.2% |
| 30D | +6.4% | -39.4% | +45.8% | +8.1% |
| 3M | +13.6% | -43.0% | +56.6% | +15.6% |
| 6M | +41.9% | -65.0% | +106.9% | +46.4% |
| YTD | +3.4% | -0.8% | +4.2% | +1.7% |
| 1Y | +9.9% | -20.3% | +30.1% | +8.8% |
| 3Y | +21.6% | +356.5% | -334.9% | +11.4% |
| 5Y | -10.6% | +952.8% | -963.4% | -21.0% |
| 10Y | +245.2% | +3,877.1% | -3,631.9% | +186.5% |
| All | +43,388.3% | +12,054.0% | +31,334.3% | +35,710.3% |
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