+145.2%
DLR vs INVH
+75.4%
+69.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +0.1% | -3.0% | +3.1% | +1.8% |
| 30D | -4.3% | -7.5% | +3.2% | -0.1% |
| 3M | +3.8% | -5.5% | +9.4% | +6.8% |
| 6M | +5.8% | +11.7% | -5.9% | -1.3% |
| YTD | +23.5% | +1.3% | +22.2% | +21.2% |
| 1Y | +11.1% | -6.1% | +17.2% | +13.6% |
| 3Y | +57.9% | -9.8% | +67.6% | +62.3% |
| 5Y | +44.0% | -19.7% | +63.6% | +57.5% |
| All | +145.2% | +75.4% | +69.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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