-73.2%
DOCS vs DHI
+59.5%
-132.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.3% |
| 7D | -1.4% | -3.1% | +1.7% | 0.0% |
| 30D | +21.8% | -5.5% | +27.3% | +25.4% |
| 3M | +27.3% | -2.2% | +29.5% | +28.4% |
| 6M | -0.3% | -6.0% | +5.6% | +1.6% |
| YTD | -40.5% | 0.0% | -40.5% | -41.7% |
| 1Y | -61.5% | -18.2% | -43.3% | -58.8% |
| 3Y | +8.2% | +22.5% | -14.4% | -18.2% |
| All | -73.2% | +59.5% | -132.7% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling