+12,945.6%
DHI vs DOC
+1,650.3%
+11,295.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.1% |
| 7D | -3.1% | -1.5% | -1.7% | -2.3% |
| 30D | -5.5% | -4.8% | -0.7% | -2.8% |
| 3M | -2.2% | +6.9% | -9.1% | -6.0% |
| 6M | -6.0% | +20.7% | -26.7% | -17.0% |
| YTD | 0.0% | +34.1% | -34.2% | -17.5% |
| 1Y | -18.2% | +22.6% | -40.9% | -29.0% |
| 3Y | +22.5% | +20.8% | +1.7% | +5.8% |
| 5Y | +58.4% | -24.9% | +83.2% | +78.0% |
| 10Y | +405.2% | -1.8% | +407.0% | +350.7% |
| All | +12,945.6% | +1,650.3% | +11,295.3% | +4,542.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling