+363.4%
ORCL vs DHR
+207.8%
+155.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.8% |
| 7D | +15.0% | -0.8% | +15.8% | +15.3% |
| 30D | +10.5% | +0.2% | +10.3% | +10.4% |
| 3M | -23.0% | +12.1% | -35.1% | -27.4% |
| 6M | +7.0% | +5.4% | +1.6% | +3.3% |
| YTD | -15.8% | -10.0% | -5.8% | -13.4% |
| 1Y | -31.1% | +4.1% | -35.2% | -33.9% |
| 3Y | +33.3% | -5.2% | +38.5% | +29.4% |
| 5Y | +94.3% | -28.2% | +122.5% | +110.6% |
| 10Y | +363.4% | +208.4% | +155.0% | +122.9% |
| All | +363.4% | +207.8% | +155.6% | +122.9% |
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