+63.2%
DHI vs URA
+91.2%
-28.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.2% |
| 7D | -3.4% | -5.5% | +2.1% | -2.6% |
| 30D | -5.4% | -3.7% | -1.7% | -5.0% |
| 3M | -10.4% | -2.9% | -7.5% | -10.3% |
| 6M | -2.8% | -15.2% | +12.5% | -1.0% |
| YTD | -3.4% | +1.9% | -5.3% | -5.2% |
| 1Y | -22.9% | +6.9% | -29.8% | -26.0% |
| 3Y | +20.7% | +99.6% | -78.9% | -2.6% |
| All | +63.2% | +91.2% | -28.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling