+18.7%
DHI vs URI
+116.5%
-97.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.4% | -1.1% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -10.1% | -13.4% | +3.3% | -5.6% |
| 3M | -7.3% | -6.2% | -1.1% | -5.7% |
| 6M | -6.1% | +28.0% | -34.1% | -15.6% |
| YTD | -5.0% | +23.0% | -28.0% | -14.0% |
| 1Y | -22.1% | +5.5% | -27.6% | -25.5% |
| All | +18.7% | +116.5% | -97.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling