+209.8%
RSP vs DHR
+209.6%
+0.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.8% | -2.4% | +0.6% | -0.8% |
| 30D | -2.5% | -2.2% | -0.4% | -1.8% |
| 3M | +3.0% | +9.0% | -5.9% | -1.5% |
| 6M | +8.9% | +3.5% | +5.4% | +6.0% |
| YTD | +13.0% | -10.1% | +23.1% | +16.5% |
| 1Y | +16.2% | +6.2% | +10.1% | +10.8% |
| 3Y | +52.7% | -5.4% | +58.1% | +48.6% |
| 5Y | +50.5% | -27.9% | +78.4% | +62.7% |
| 10Y | +209.8% | +215.7% | -5.9% | +53.9% |
| All | +209.8% | +209.6% | +0.2% | +53.9% |
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