+399.8%
DHI vs RACE
+640.3%
-240.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -2.0% | -1.0% | -1.0% | -1.5% |
| 30D | -8.3% | -1.5% | -6.8% | -7.7% |
| 3M | -3.7% | +15.5% | -19.2% | -10.1% |
| 6M | -5.4% | +17.3% | -22.7% | -12.7% |
| YTD | -3.0% | +11.1% | -14.1% | -8.5% |
| 1Y | -23.8% | -14.3% | -9.6% | -19.6% |
| 3Y | +21.8% | +40.2% | -18.4% | -2.8% |
| 5Y | +59.6% | +92.6% | -32.9% | +7.1% |
| 10Y | +391.2% | +786.6% | -395.4% | +79.4% |
| All | +399.8% | +640.3% | -240.5% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling