+1,564.8%
QQQ vs DHR
+3,940.9%
-2,376.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | -2.4% | +3.4% | +2.1% |
| 30D | -0.6% | -2.2% | +1.5% | +0.2% |
| 3M | +1.3% | +9.0% | -7.6% | -4.1% |
| 6M | +18.1% | +3.5% | +14.7% | +13.9% |
| YTD | +16.9% | -10.1% | +27.0% | +20.1% |
| 1Y | +24.0% | +6.2% | +17.8% | +16.7% |
| 3Y | +95.6% | -5.4% | +101.0% | +88.5% |
| 5Y | +94.5% | -27.9% | +122.4% | +110.4% |
| 10Y | +571.7% | +215.7% | +356.0% | +253.2% |
| All | +1,564.8% | +3,940.9% | -2,376.1% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling