+707.1%
DHI vs RNG
+301.7%
+405.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -3.4% | -6.1% | +2.7% | -2.3% |
| 30D | -5.4% | +9.6% | -15.0% | -7.1% |
| 3M | -10.4% | +83.3% | -93.8% | -20.5% |
| 6M | -2.8% | +77.9% | -80.7% | -14.3% |
| YTD | -3.4% | +139.9% | -143.3% | -21.1% |
| 1Y | -22.9% | +121.7% | -144.6% | -36.3% |
| 3Y | +20.7% | +121.9% | -101.2% | -3.9% |
| 5Y | +62.1% | -68.4% | +130.5% | +72.0% |
| 10Y | +410.4% | +220.0% | +190.4% | +227.9% |
| All | +707.1% | +301.7% | +405.4% | +398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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