+12,596.5%
DHI vs ROP
+26,041.6%
-13,445.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | -2.3% | -6.1% | +3.8% | +0.1% |
| 30D | -5.3% | -3.4% | -1.9% | -4.1% |
| 3M | -7.8% | +16.7% | -24.4% | -13.6% |
| 6M | -5.4% | +8.1% | -13.4% | -9.0% |
| YTD | -2.7% | -11.7% | +9.0% | +0.4% |
| 1Y | -21.0% | -24.2% | +3.3% | -13.5% |
| 3Y | +22.2% | -19.0% | +41.1% | +29.7% |
| 5Y | +62.2% | -15.9% | +78.0% | +70.6% |
| 10Y | +414.3% | +135.7% | +278.6% | +271.2% |
| All | +12,596.5% | +26,041.6% | -13,445.0% | +5,637.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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