+404.6%
DHI vs URA
+346.2%
+58.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.5% |
| 7D | -3.4% | -5.5% | +2.1% | -2.2% |
| 30D | -5.4% | -3.7% | -1.7% | -4.8% |
| 3M | -10.4% | -2.9% | -7.5% | -10.3% |
| 6M | -2.8% | -15.2% | +12.5% | -0.1% |
| YTD | -3.4% | +1.9% | -5.3% | -6.2% |
| 1Y | -22.9% | +6.9% | -29.8% | -27.4% |
| 3Y | +20.7% | +99.6% | -78.9% | -9.3% |
| 5Y | +62.1% | +101.2% | -39.0% | +15.4% |
| All | +404.6% | +346.2% | +58.4% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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