+1,548.0%
DHR vs XRT
+514.3%
+1,033.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | -3.9% | +0.8% | -4.7% | -4.3% |
| 30D | +4.0% | -4.2% | +8.2% | +6.1% |
| 3M | +11.5% | +5.1% | +6.4% | +8.6% |
| 6M | +1.9% | +2.4% | -0.6% | +0.4% |
| YTD | -8.9% | +3.2% | -12.1% | -10.6% |
| 1Y | +5.1% | +1.5% | +3.6% | +3.8% |
| 3Y | -10.3% | +40.6% | -50.9% | -25.1% |
| 5Y | -27.8% | -1.0% | -26.8% | -31.0% |
| 10Y | +203.6% | +128.4% | +75.2% | +67.3% |
| All | +1,548.0% | +514.3% | +1,033.7% | +356.4% |
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