+28.9%
DHI vs DOC
+20.8%
+8.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | -3.1% | -1.5% | -1.7% | -2.5% |
| 30D | -5.5% | -4.8% | -0.7% | -3.2% |
| 3M | -2.2% | +6.9% | -9.1% | -5.3% |
| 6M | -6.0% | +20.7% | -26.7% | -14.6% |
| YTD | 0.0% | +34.1% | -34.2% | -15.3% |
| 1Y | -18.2% | +22.6% | -40.9% | -26.9% |
| All | +28.9% | +20.8% | +8.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling