-54.2%
DOCS vs DHI
+73.2%
-127.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.5% |
| 7D | -0.8% | +4.3% | -5.1% | -2.7% |
| 30D | +17.4% | +14.3% | +3.2% | +10.4% |
| 3M | +57.4% | +4.3% | +53.1% | +54.4% |
| 6M | +26.5% | +2.7% | +23.8% | +24.3% |
| YTD | -26.6% | +6.7% | -33.2% | -30.4% |
| 1Y | -48.1% | +6.1% | -54.2% | -50.7% |
| 3Y | +52.6% | +33.5% | +19.2% | +10.7% |
| All | -54.2% | +73.2% | -127.4% | -75.8% |
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 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