+12,501.5%
DHI vs RRX
+3,433.0%
+9,068.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | 0.0% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -5.4% | -6.1% | +0.7% | -2.9% |
| 3M | -10.4% | -23.1% | +12.6% | -1.5% |
| 6M | -2.8% | -19.5% | +16.8% | +3.4% |
| YTD | -3.4% | +16.1% | -19.5% | -14.7% |
| 1Y | -22.9% | +12.9% | -35.8% | -31.7% |
| 3Y | +20.7% | +7.9% | +12.7% | +1.7% |
| 5Y | +62.1% | +19.1% | +43.0% | +26.7% |
| 10Y | +410.4% | +225.8% | +184.6% | +132.6% |
| All | +12,501.5% | +3,433.0% | +9,068.5% | +3,309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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