+404.6%
DHI vs ROK
+357.9%
+46.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | -3.4% | -1.2% | -2.2% | -2.8% |
| 30D | -5.4% | -4.8% | -0.6% | -3.2% |
| 3M | -10.4% | -6.1% | -4.4% | -8.2% |
| 6M | -2.8% | +15.5% | -18.3% | -10.1% |
| YTD | -3.4% | +11.2% | -14.6% | -9.6% |
| 1Y | -22.9% | +23.8% | -46.8% | -31.7% |
| 3Y | +20.7% | +53.1% | -32.4% | -8.0% |
| 5Y | +62.1% | +48.3% | +13.8% | +22.1% |
| All | +404.6% | +357.9% | +46.6% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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