+139.3%
DHI vs RVMD
+622.3%
-483.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.4% | -3.0% | -0.4% | -2.9% |
| 30D | -5.4% | -0.7% | -4.7% | -5.4% |
| 3M | -10.4% | +36.5% | -47.0% | -15.4% |
| 6M | -2.8% | +104.6% | -107.4% | -15.8% |
| YTD | -3.4% | +155.8% | -159.2% | -20.7% |
| 1Y | -22.9% | +340.7% | -363.6% | -43.2% |
| 3Y | +20.7% | +519.9% | -499.2% | -21.3% |
| 5Y | +62.1% | +584.9% | -522.8% | -4.5% |
| All | +139.3% | +622.3% | -483.1% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling