+143.3%
DELL vs DHI
+9.6%
+133.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.1% | -16.9% | -9.5% |
| 7D | -24.6% | +9.8% | -34.4% | -25.5% |
| 30D | -32.5% | +17.8% | -50.3% | -34.5% |
| 3M | -20.2% | +4.7% | -24.9% | -20.5% |
| 6M | +76.5% | +10.0% | +66.4% | +71.4% |
| YTD | +198.9% | +10.0% | +189.0% | +187.1% |
| 1Y | +143.3% | +9.1% | +134.2% | +125.4% |
| All | +143.3% | +9.6% | +133.7% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling