+7,311.4%
DHI vs RMBS
+1,364.8%
+5,946.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -3.4% | +1.8% | -5.2% | -3.6% |
| 30D | -5.4% | -13.9% | +8.5% | -3.6% |
| 3M | -10.4% | -39.8% | +29.4% | -5.0% |
| 6M | -2.8% | -6.0% | +3.2% | -4.3% |
| YTD | -3.4% | -5.4% | +1.9% | -5.8% |
| 1Y | -22.9% | -1.8% | -21.1% | -26.1% |
| 3Y | +20.7% | +53.7% | -33.0% | +4.3% |
| 5Y | +62.1% | +268.5% | -206.4% | +23.0% |
| 10Y | +410.4% | +563.9% | -153.5% | +254.4% |
| All | +7,311.4% | +1,364.8% | +5,946.6% | +3,511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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