+523.3%
ON vs DHR
+242.1%
+281.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | +12.2% | +1.2% | +11.0% | +11.4% |
| 30D | -3.1% | +3.7% | -6.8% | -5.4% |
| 3M | -12.9% | +14.5% | -27.4% | -21.3% |
| 6M | -38.6% | +40.9% | -79.5% | -54.2% |
| YTD | +31.2% | +2.4% | +28.8% | +24.2% |
| 1Y | +47.6% | +6.1% | +41.5% | +35.6% |
| 3Y | +6.6% | +21.0% | -14.4% | -15.9% |
| 5Y | +21.3% | -11.4% | +32.7% | +22.5% |
| All | +523.3% | +242.1% | +281.2% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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