+34.5%
DRI vs PHM
+7.4%
+27.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.1% | -4.1% | +5.2% | +2.4% |
| 30D | +9.7% | +16.1% | -6.5% | +4.6% |
| 3M | +3.2% | -2.5% | +5.7% | +3.8% |
| 6M | +20.6% | +12.9% | +7.7% | +15.2% |
| YTD | +28.3% | +9.0% | +19.2% | +22.1% |
| 1Y | +34.5% | +8.2% | +26.4% | +28.0% |
| All | +34.5% | +7.4% | +27.1% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling