+145.8%
DLR vs INVH
+79.4%
+66.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +2.9% | -2.3% | +5.2% | +4.2% |
| 30D | -1.2% | -5.7% | +4.6% | +2.1% |
| 3M | +2.9% | -4.5% | +7.4% | +5.2% |
| 6M | +6.7% | +11.0% | -4.3% | -0.1% |
| YTD | +23.9% | +3.7% | +20.2% | +19.9% |
| 1Y | +18.6% | -2.8% | +21.5% | +19.0% |
| 3Y | +59.7% | -7.1% | +66.8% | +61.5% |
| 5Y | +42.1% | -19.4% | +61.5% | +55.0% |
| All | +145.8% | +79.4% | +66.4% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling