+63.2%
DHI vs RACE
+95.1%
-31.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.1% |
| 7D | -3.4% | +0.9% | -4.3% | -3.8% |
| 30D | -5.4% | +1.6% | -7.1% | -6.2% |
| 3M | -10.4% | +13.2% | -23.6% | -15.6% |
| 6M | -2.8% | +22.9% | -25.7% | -12.2% |
| YTD | -3.4% | +13.3% | -16.7% | -9.8% |
| 1Y | -22.9% | -12.7% | -10.2% | -19.4% |
| 3Y | +20.7% | +40.3% | -19.6% | -8.4% |
| All | +63.2% | +95.1% | -31.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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