+1,745.7%
DHR vs XRT
+537.3%
+1,208.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.4% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +4.2% | +7.5% | -3.3% | +0.3% |
| 3M | +13.0% | +2.3% | +10.7% | +11.3% |
| 6M | +40.2% | +12.8% | +27.3% | +31.4% |
| YTD | +2.0% | +7.1% | -5.0% | -1.9% |
| 1Y | +6.6% | +12.3% | -5.7% | 0.0% |
| 3Y | +19.9% | +57.0% | -37.1% | -5.4% |
| 5Y | -11.7% | -4.3% | -7.4% | -14.1% |
| 10Y | +240.6% | +136.7% | +103.9% | +83.9% |
| All | +1,745.7% | +537.3% | +1,208.4% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling