-6.0%
DHR vs XRT
+40.3%
-46.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.1% |
| 30D | -2.2% | -6.9% | +4.8% | +1.7% |
| 3M | +9.0% | -0.4% | +9.4% | +8.8% |
| 6M | +3.5% | +2.2% | +1.2% | +1.7% |
| YTD | -10.1% | -0.7% | -9.5% | -10.3% |
| 1Y | +6.2% | -2.0% | +8.2% | +6.6% |
| All | -6.0% | +40.3% | -46.4% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling