+3,725.6%
DHI vs URI
+7,134.6%
-3,409.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.7% |
| 7D | -3.1% | -2.0% | -1.2% | -2.5% |
| 30D | -5.5% | -12.9% | +7.5% | -1.0% |
| 3M | -2.2% | -6.7% | +4.5% | -0.3% |
| 6M | -6.0% | +19.0% | -24.9% | -12.8% |
| YTD | 0.0% | +25.5% | -25.5% | -9.5% |
| 1Y | -18.2% | +5.5% | -23.8% | -21.6% |
| 3Y | +22.5% | +111.3% | -88.8% | -9.7% |
| 5Y | +58.4% | +198.6% | -140.2% | +1.5% |
| 10Y | +405.2% | +1,179.9% | -774.7% | +79.6% |
| All | +3,725.6% | +7,134.6% | -3,409.0% | +423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling