+59.4%
DHI vs URI
+196.6%
-137.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.4% | -0.9% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -10.1% | -13.4% | +3.3% | -4.9% |
| 3M | -7.3% | -6.2% | -1.1% | -5.5% |
| 6M | -6.1% | +28.0% | -34.1% | -16.8% |
| YTD | -5.0% | +23.0% | -28.0% | -15.2% |
| 1Y | -22.1% | +5.5% | -27.6% | -26.0% |
| 3Y | +19.2% | +119.2% | -100.0% | -22.3% |
| 5Y | +59.4% | +201.0% | -141.6% | -17.5% |
| All | +59.4% | +196.6% | -137.2% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling