+73.0%
DHI vs DOC
-21.4%
+94.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.8% |
| 7D | +4.3% | +6.5% | -2.2% | +0.9% |
| 30D | +14.3% | +9.2% | +5.1% | +9.1% |
| 3M | +4.3% | -2.5% | +6.8% | +5.7% |
| 6M | +2.7% | +7.1% | -4.4% | -1.1% |
| YTD | +6.7% | +33.0% | -26.3% | -10.9% |
| 1Y | +6.1% | +23.3% | -17.1% | -7.1% |
| 3Y | +33.5% | +44.9% | -11.5% | +4.6% |
| All | +73.0% | -21.4% | +94.5% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling