+63.2%
DHI vs RRC
+142.8%
-79.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | -3.4% | -1.8% | -1.6% | -3.2% |
| 30D | -5.4% | +2.7% | -8.1% | -5.7% |
| 3M | -10.4% | +8.8% | -19.3% | -11.3% |
| 6M | -2.8% | -1.2% | -1.6% | -3.0% |
| YTD | -3.4% | +17.6% | -21.0% | -5.7% |
| 1Y | -22.9% | +18.4% | -41.3% | -24.9% |
| 3Y | +20.7% | +33.1% | -12.4% | +14.0% |
| All | +63.2% | +142.8% | -79.6% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling