+12,596.5%
DHI vs RRC
+1,194.1%
+11,402.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.3% | -1.7% | -0.6% | -2.1% |
| 30D | -5.3% | +3.6% | -8.9% | -5.7% |
| 3M | -7.8% | +8.8% | -16.6% | -8.9% |
| 6M | -5.4% | +0.8% | -6.2% | -5.9% |
| YTD | -2.7% | +19.0% | -21.7% | -5.4% |
| 1Y | -21.0% | +22.9% | -43.9% | -23.6% |
| 3Y | +22.2% | +32.3% | -10.1% | +15.2% |
| 5Y | +62.2% | +151.6% | -89.4% | +36.3% |
| 10Y | +414.3% | +5.5% | +408.8% | +328.8% |
| All | +12,596.5% | +1,194.1% | +11,402.4% | +8,635.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling