+3,080.6%
DHI vs RBA
+3,492.7%
-412.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.3% |
| 7D | -2.0% | -1.1% | -1.0% | -1.7% |
| 30D | -8.3% | -13.2% | +4.9% | -3.7% |
| 3M | -3.7% | -21.4% | +17.6% | +4.2% |
| 6M | -5.4% | -20.9% | +15.5% | +2.1% |
| YTD | -3.0% | -19.9% | +16.9% | +3.6% |
| 1Y | -23.8% | -28.7% | +4.8% | -15.2% |
| 3Y | +21.8% | +27.4% | -5.6% | +7.3% |
| 5Y | +59.6% | +41.7% | +17.9% | +30.7% |
| 10Y | +391.2% | +189.6% | +201.6% | +197.3% |
| All | +3,080.6% | +3,492.7% | -412.1% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling