+204.4%
DHR vs XRT
+125.1%
+79.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -5.0% | -3.6% | -1.4% | -3.6% |
| 30D | -3.3% | -6.7% | +3.4% | -0.8% |
| 3M | +9.4% | -1.4% | +10.8% | +9.9% |
| 6M | +3.2% | +1.7% | +1.4% | +2.3% |
| YTD | -12.0% | -1.5% | -10.6% | -11.7% |
| 1Y | +4.9% | -2.5% | +7.4% | +5.5% |
| 3Y | -7.4% | +39.9% | -47.3% | -18.7% |
| 5Y | -29.8% | -2.6% | -27.1% | -32.6% |
| All | +204.4% | +125.1% | +79.3% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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