+1,127.7%
RSP vs DHR
+2,926.0%
-1,798.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | -0.8% | -3.9% | +3.1% | +0.9% |
| 30D | -0.3% | +4.0% | -4.3% | -2.2% |
| 3M | +4.3% | +11.5% | -7.2% | -1.5% |
| 6M | +8.8% | +1.9% | +7.0% | +6.4% |
| YTD | +15.3% | -8.9% | +24.2% | +18.0% |
| 1Y | +18.3% | +5.1% | +13.2% | +13.1% |
| 3Y | +52.8% | -10.3% | +63.1% | +52.6% |
| 5Y | +51.7% | -27.8% | +79.5% | +63.1% |
| 10Y | +208.5% | +203.6% | +4.8% | +68.2% |
| All | +1,127.7% | +2,926.0% | -1,798.3% | +53.8% |
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