-53.9%
DOCS vs DHI
+62.4%
-116.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.0% | -4.3% | -6.0% |
| 7D | -7.3% | -2.0% | -5.3% | -6.4% |
| 30D | -10.9% | -8.3% | -2.5% | -7.2% |
| 3M | +20.3% | -3.7% | +24.0% | +22.4% |
| 6M | -3.6% | -5.4% | +1.8% | -1.9% |
| YTD | -44.9% | -3.0% | -41.9% | -45.2% |
| 1Y | -64.9% | -23.8% | -41.0% | -61.0% |
| 3Y | +7.6% | +21.8% | -14.2% | -18.6% |
| 5Y | -74.0% | +59.6% | -133.6% | -85.2% |
| All | -53.9% | +62.4% | -116.3% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling