+319.5%
DRI vs PHM
+670.5%
-351.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.1% | -4.1% | +5.2% | +3.0% |
| 30D | +9.7% | +16.1% | -6.5% | +2.2% |
| 3M | +3.2% | -2.5% | +5.7% | +3.9% |
| 6M | +20.6% | +12.9% | +7.7% | +12.7% |
| YTD | +28.3% | +9.0% | +19.2% | +20.6% |
| 1Y | +34.5% | +8.2% | +26.4% | +26.8% |
| 3Y | +66.5% | +58.4% | +8.1% | +22.2% |
| 5Y | +79.6% | +159.2% | -79.5% | -4.1% |
| All | +319.5% | +670.5% | -351.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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