-37.4%
DOCS vs DHI
+9.2%
-46.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | 0.0% | +1.8% | -1.8% | -0.8% |
| 30D | +7.8% | +15.4% | -7.6% | +2.2% |
| 3M | +20.0% | +3.0% | +17.0% | +18.1% |
| 6M | +26.5% | +5.7% | +20.8% | +23.0% |
| YTD | -25.8% | +9.0% | -34.8% | -30.0% |
| All | -37.4% | +9.2% | -46.7% | -41.6% |
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