+1,737.0%
DHR vs VWO
+317.6%
+1,419.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | -5.0% | -1.7% | -3.3% | -4.1% |
| 30D | -3.3% | -0.3% | -3.0% | -3.2% |
| 3M | +9.4% | +4.0% | +5.5% | +6.7% |
| 6M | +3.2% | +8.1% | -5.0% | -1.7% |
| YTD | -12.0% | +11.6% | -23.7% | -17.7% |
| 1Y | +4.9% | +16.2% | -11.3% | -4.0% |
| 3Y | -7.4% | +63.3% | -70.6% | -29.2% |
| 5Y | -29.8% | +33.4% | -63.1% | -40.7% |
| 10Y | +209.1% | +113.3% | +95.8% | +101.4% |
| All | +1,737.0% | +317.6% | +1,419.3% | +642.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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