+257.7%
DHI vs REPL
-9.7%
+267.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -2.3% | -9.6% | +7.2% | -2.1% |
| 30D | -5.3% | +5.7% | -11.0% | -5.4% |
| 3M | -7.8% | +56.4% | -64.1% | -9.8% |
| 6M | -5.4% | +67.4% | -72.8% | -10.1% |
| YTD | -2.7% | +48.7% | -51.3% | -7.4% |
| 1Y | -21.0% | +148.3% | -169.2% | -27.9% |
| 3Y | +22.2% | -26.7% | +48.9% | +7.3% |
| 5Y | +62.2% | -54.1% | +116.3% | +45.2% |
| All | +257.7% | -9.7% | +267.4% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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