+404.6%
DHI vs ALK
-35.7%
+440.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.9% |
| 7D | -3.4% | -2.1% | -1.3% | -2.8% |
| 30D | -5.4% | -13.1% | +7.7% | -1.3% |
| 3M | -10.4% | -11.8% | +1.3% | -7.1% |
| 6M | -2.8% | -0.4% | -2.4% | -3.7% |
| YTD | -3.4% | -18.2% | +14.8% | +0.5% |
| 1Y | -22.9% | -35.5% | +12.6% | -14.2% |
| 3Y | +20.7% | +1.8% | +18.9% | +9.1% |
| 5Y | +62.1% | -26.6% | +88.8% | +59.5% |
| All | +404.6% | -35.7% | +440.2% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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