+290.7%
DHI vs ROKU
+880.6%
-589.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | -5.4% | +2.1% | -7.5% | -5.7% |
| 3M | -10.4% | +29.5% | -39.9% | -13.6% |
| 6M | -2.8% | +53.8% | -56.6% | -8.4% |
| YTD | -3.4% | +42.8% | -46.2% | -8.4% |
| 1Y | -22.9% | +60.7% | -83.6% | -28.1% |
| 3Y | +20.7% | +83.9% | -63.2% | +5.7% |
| 5Y | +62.1% | -52.8% | +114.9% | +54.5% |
| All | +290.7% | +880.6% | -589.8% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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