+767.7%
DHI vs ITOT
+887.7%
-120.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.6% |
| 7D | -3.4% | -0.9% | -2.5% | -2.2% |
| 30D | -5.4% | -1.5% | -4.0% | -3.5% |
| 3M | -10.4% | +3.6% | -14.0% | -14.6% |
| 6M | -2.8% | +13.7% | -16.5% | -18.3% |
| YTD | -3.4% | +12.9% | -16.3% | -18.4% |
| 1Y | -22.9% | +17.2% | -40.1% | -38.3% |
| 3Y | +20.7% | +75.6% | -54.9% | -46.7% |
| 5Y | +62.1% | +75.5% | -13.3% | -28.4% |
| 10Y | +410.4% | +302.0% | +108.5% | -36.8% |
| All | +767.7% | +887.7% | -120.0% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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