+404.6%
DHI vs RBA
+206.5%
+198.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -5.4% | -2.9% | -2.5% | -4.6% |
| 3M | -10.4% | -20.9% | +10.5% | -3.3% |
| 6M | -2.8% | -17.7% | +14.9% | +3.4% |
| YTD | -3.4% | -18.2% | +14.8% | +2.3% |
| 1Y | -22.9% | -29.1% | +6.2% | -14.1% |
| 3Y | +20.7% | +29.5% | -8.9% | +5.0% |
| 5Y | +62.1% | +40.2% | +21.9% | +31.9% |
| All | +404.6% | +206.5% | +198.1% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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