+404.6%
DHI vs RVTY
+145.6%
+258.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.4% |
| 7D | -3.4% | -4.5% | +1.1% | -1.3% |
| 30D | -5.4% | +5.5% | -10.9% | -7.9% |
| 3M | -10.4% | +22.5% | -33.0% | -19.1% |
| 6M | -2.8% | +38.9% | -41.7% | -17.9% |
| YTD | -3.4% | +28.7% | -32.2% | -16.2% |
| 1Y | -22.9% | +45.5% | -68.4% | -37.2% |
| 3Y | +20.7% | +16.4% | +4.3% | +4.6% |
| 5Y | +62.1% | -32.7% | +94.9% | +82.9% |
| All | +404.6% | +145.6% | +258.9% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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