+404.6%
DHI vs OMC
+34.2%
+370.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -3.4% | -4.4% | +1.0% | -1.6% |
| 30D | -5.4% | -7.6% | +2.2% | -2.4% |
| 3M | -10.4% | +4.5% | -15.0% | -12.6% |
| 6M | -2.8% | -0.3% | -2.5% | -3.3% |
| YTD | -3.4% | -0.1% | -3.3% | -5.3% |
| 1Y | -22.9% | +4.6% | -27.5% | -26.4% |
| 3Y | +20.7% | +10.5% | +10.2% | +11.2% |
| 5Y | +62.1% | +31.7% | +30.4% | +35.9% |
| All | +404.6% | +34.2% | +370.4% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling