+63.2%
DHI vs RBA
+39.4%
+23.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -5.4% | -2.9% | -2.5% | -4.7% |
| 3M | -10.4% | -20.9% | +10.5% | -4.9% |
| 6M | -2.8% | -17.7% | +14.9% | +2.1% |
| YTD | -3.4% | -18.2% | +14.8% | +1.0% |
| 1Y | -22.9% | -29.1% | +6.2% | -16.2% |
| 3Y | +20.7% | +29.5% | -8.9% | +9.1% |
| All | +63.2% | +39.4% | +23.8% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling