+249.8%
DHR vs URA
+266.3%
-16.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +1.2% | -1.5% | +2.7% | +1.4% |
| 30D | +3.7% | -10.4% | +14.1% | +5.3% |
| 3M | +14.5% | -29.6% | +44.1% | +20.2% |
| 6M | +40.9% | -40.3% | +81.2% | +51.0% |
| YTD | +2.4% | -25.5% | +27.9% | +4.6% |
| 1Y | +6.1% | -26.4% | +32.5% | +8.4% |
| 3Y | +21.0% | +31.4% | -10.4% | +6.3% |
| 5Y | -11.4% | +28.6% | -40.0% | -24.3% |
| All | +249.8% | +266.3% | -16.5% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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