+404.6%
DHI vs RL
+311.3%
+93.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -3.4% | -3.4% | 0.0% | -2.2% |
| 30D | -5.4% | -14.4% | +9.0% | -0.2% |
| 3M | -10.4% | -13.6% | +3.1% | -6.1% |
| 6M | -2.8% | +0.6% | -3.3% | -3.6% |
| YTD | -3.4% | -3.6% | +0.2% | -3.0% |
| 1Y | -22.9% | +8.3% | -31.3% | -25.8% |
| 3Y | +20.7% | +204.8% | -184.1% | -22.4% |
| 5Y | +62.1% | +232.9% | -170.8% | -1.3% |
| All | +404.6% | +311.3% | +93.3% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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