-37.7%
DG vs INVH
-20.2%
-17.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -6.5% | -3.0% | -3.5% | -5.7% |
| 30D | +4.2% | -7.5% | +11.7% | +6.4% |
| 3M | +9.5% | -5.5% | +15.0% | +11.3% |
| 6M | -13.1% | +11.7% | -24.8% | -15.5% |
| YTD | -4.8% | +1.3% | -6.2% | -5.3% |
| 1Y | +20.6% | -6.1% | +26.7% | +22.3% |
| 3Y | +4.9% | -9.8% | +14.7% | +6.3% |
| All | -37.7% | -20.2% | -17.6% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 5y: compounded portfolio wealth divided by compounded INVH 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…
5y analysis · Full analysis span regression · 6 months rolling