+12,289.5%
DHI vs ROK
+14,450.2%
-2,160.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -6.1% | -1.6% | -4.5% | -5.3% |
| 30D | -10.1% | -5.4% | -4.7% | -7.6% |
| 3M | -7.3% | -4.0% | -3.4% | -5.9% |
| 6M | -6.1% | +13.3% | -19.5% | -12.6% |
| YTD | -5.0% | +9.3% | -14.4% | -10.5% |
| 1Y | -22.1% | +25.8% | -47.9% | -31.7% |
| 3Y | +19.2% | +49.1% | -29.9% | -8.5% |
| 5Y | +59.4% | +45.9% | +13.6% | +21.1% |
| 10Y | +401.8% | +349.9% | +52.0% | +103.8% |
| All | +12,289.5% | +14,450.2% | -2,160.7% | +1,742.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling