-47.3%
DOCS vs DHI
+9.6%
-56.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.7% | +3.4% |
| 7D | +1.2% | +9.8% | -8.6% | -2.2% |
| 30D | +21.3% | +17.8% | +3.5% | +14.1% |
| 3M | +58.4% | +4.7% | +53.7% | +54.9% |
| 6M | +39.3% | +10.0% | +29.3% | +34.4% |
| YTD | -21.7% | +10.0% | -31.7% | -26.7% |
| 1Y | -47.3% | +9.1% | -56.5% | -52.0% |
| All | -47.3% | +9.6% | -56.9% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling