+9.8%
DHI vs RVMD
+203.5%
-193.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.0% | +11.4% | +0.7% |
| 7D | +7.6% | -6.6% | +14.2% | +7.8% |
| 30D | +15.3% | -11.1% | +26.4% | +15.6% |
| 3M | +4.4% | -10.0% | +14.4% | +4.5% |
| 6M | +8.3% | +20.7% | -12.4% | +7.0% |
| YTD | +10.4% | +123.0% | -112.6% | +10.0% |
| 1Y | +9.8% | +199.4% | -189.6% | +0.8% |
| All | +9.8% | +203.5% | -193.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling