-27.5%
ON vs DHR
-4.8%
-22.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -1.9% | -2.4% | +0.5% | -0.8% |
| 30D | -11.0% | -2.2% | -8.9% | -10.4% |
| 3M | -39.3% | +9.0% | -48.3% | -43.0% |
| 6M | +19.8% | +3.5% | +16.4% | +15.3% |
| YTD | +31.1% | -10.1% | +41.2% | +37.9% |
| 1Y | +46.0% | +6.2% | +39.8% | +36.2% |
| All | -27.5% | -4.8% | -22.6% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling