+171.8%
DLR vs PHM
+557.7%
-385.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.4% |
| 7D | -1.3% | -6.4% | +5.1% | +0.5% |
| 30D | -2.9% | -12.1% | +9.2% | +0.5% |
| 3M | +3.2% | -1.5% | +4.8% | +3.2% |
| 6M | +3.9% | -6.0% | +9.9% | +4.9% |
| YTD | +21.4% | -0.3% | +21.7% | +20.3% |
| 1Y | +9.7% | -13.3% | +23.0% | +12.5% |
| 3Y | +56.5% | +47.6% | +9.0% | +34.7% |
| 5Y | +41.5% | +154.7% | -113.2% | +2.1% |
| All | +171.8% | +557.7% | -385.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PHM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling