+253.2%
DHR vs URA
+287.0%
-33.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +0.2% | +2.9% | -2.7% | -0.3% |
| 30D | +6.4% | -10.8% | +17.2% | +8.1% |
| 3M | +13.6% | -25.5% | +39.2% | +18.4% |
| 6M | +41.9% | -41.2% | +83.1% | +52.5% |
| YTD | +3.4% | -21.3% | +24.7% | +4.7% |
| 1Y | +9.9% | -25.7% | +35.6% | +12.1% |
| 3Y | +21.6% | +43.1% | -21.5% | +5.3% |
| 5Y | -10.6% | +35.6% | -46.2% | -24.2% |
| All | +253.2% | +287.0% | -33.8% | +110.7% |
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