+404.6%
DHI vs RSG
+428.9%
-24.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -5.4% | +4.0% | -9.4% | -7.6% |
| 3M | -10.4% | +7.4% | -17.8% | -14.4% |
| 6M | -2.8% | +0.1% | -2.9% | -3.6% |
| YTD | -3.4% | +6.0% | -9.4% | -7.9% |
| 1Y | -22.9% | -3.0% | -19.9% | -22.2% |
| 3Y | +20.7% | +56.5% | -35.8% | -15.1% |
| 5Y | +62.1% | +90.9% | -28.8% | -4.1% |
| All | +404.6% | +428.9% | -24.4% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling