+8,873.2%
DHI vs DRI
+7,313.6%
+1,559.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.0% |
| 7D | -2.3% | -4.8% | +2.5% | -0.2% |
| 30D | -5.3% | -3.9% | -1.3% | -3.8% |
| 3M | -7.8% | +5.1% | -12.8% | -9.9% |
| 6M | -5.4% | +5.5% | -10.9% | -8.0% |
| YTD | -2.7% | +16.5% | -19.2% | -9.7% |
| 1Y | -21.0% | +2.0% | -22.9% | -22.5% |
| 3Y | +22.2% | +54.5% | -32.3% | -2.2% |
| 5Y | +62.2% | +66.6% | -4.4% | +24.8% |
| 10Y | +414.3% | +353.6% | +60.7% | +120.3% |
| All | +8,873.2% | +7,313.6% | +1,559.6% | +1,635.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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