+203.8%
DHR vs VIAV
+419.4%
-215.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.8% |
| 7D | -3.6% | +11.2% | -14.8% | -5.3% |
| 30D | -2.7% | -10.1% | +7.4% | -1.5% |
| 3M | +10.9% | -22.9% | +33.8% | +13.8% |
| 6M | +3.0% | +28.8% | -25.7% | -7.5% |
| YTD | -12.2% | +117.5% | -129.7% | -31.7% |
| 1Y | +3.3% | +216.1% | -212.8% | -27.7% |
| 3Y | -8.2% | +292.2% | -300.4% | -41.4% |
| 5Y | -29.9% | +141.0% | -170.9% | -49.8% |
| All | +203.8% | +419.4% | -215.7% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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