+203.8%
DHR vs VNQ
+64.0%
+139.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -3.6% | -1.3% | -2.4% | -2.9% |
| 30D | -2.7% | -2.6% | -0.2% | -1.2% |
| 3M | +10.9% | -2.0% | +13.0% | +12.2% |
| 6M | +3.0% | +4.3% | -1.3% | +0.4% |
| YTD | -12.2% | +9.2% | -21.4% | -16.9% |
| 1Y | +3.3% | +5.6% | -2.3% | -0.2% |
| 3Y | -8.2% | +30.8% | -39.1% | -21.9% |
| 5Y | -29.9% | +8.0% | -37.9% | -34.0% |
| All | +203.8% | +64.0% | +139.8% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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