+63.2%
DHI vs RL
+232.4%
-169.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -3.4% | -3.4% | 0.0% | -2.1% |
| 30D | -5.4% | -14.4% | +9.0% | +0.5% |
| 3M | -10.4% | -13.6% | +3.1% | -5.4% |
| 6M | -2.8% | +0.6% | -3.3% | -3.8% |
| YTD | -3.4% | -3.6% | +0.2% | -3.1% |
| 1Y | -22.9% | +8.3% | -31.3% | -26.3% |
| 3Y | +20.7% | +204.8% | -184.1% | -31.3% |
| All | +63.2% | +232.4% | -169.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling