+6,889.8%
DHI vs RL
+1,349.6%
+5,540.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | -2.0% | +1.9% | -3.9% | -2.8% |
| 30D | -8.3% | -12.2% | +3.9% | -3.3% |
| 3M | -3.7% | -6.6% | +2.9% | -1.2% |
| 6M | -5.4% | +3.2% | -8.5% | -7.4% |
| YTD | -3.0% | -1.3% | -1.7% | -3.6% |
| 1Y | -23.8% | +13.6% | -37.4% | -28.8% |
| 3Y | +21.8% | +210.9% | -189.1% | -29.3% |
| 5Y | +59.6% | +246.9% | -187.2% | -14.2% |
| 10Y | +391.2% | +310.1% | +81.1% | +113.3% |
| All | +6,889.8% | +1,349.6% | +5,540.2% | +1,504.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling