-17.3%
DHR vs VSXY
+37.5%
-54.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.5% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -2.7% | -18.7% | +15.9% | -0.8% |
| 3M | +10.9% | -4.0% | +14.9% | +11.0% |
| 6M | +3.0% | +67.5% | -64.4% | -4.8% |
| YTD | -12.2% | +39.7% | -51.9% | -17.5% |
| 1Y | +3.3% | +180.0% | -176.7% | -11.8% |
| 3Y | -8.2% | +337.3% | -345.5% | -30.4% |
| 5Y | -29.9% | +22.7% | -52.6% | -39.9% |
| All | -17.3% | +37.5% | -54.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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