+404.6%
DHI vs RGEN
+415.7%
-11.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | -5.4% | -0.3% | -5.1% | -5.5% |
| 3M | -10.4% | +23.9% | -34.3% | -15.0% |
| 6M | -2.8% | +38.5% | -41.3% | -10.4% |
| YTD | -3.4% | +0.8% | -4.2% | -4.8% |
| 1Y | -22.9% | +38.2% | -61.1% | -29.4% |
| 3Y | +20.7% | +1.3% | +19.4% | +13.4% |
| 5Y | +62.1% | -44.0% | +106.1% | +63.2% |
| All | +404.6% | +415.7% | -11.1% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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