+74.2%
DRI vs PHM
+180.8%
-106.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.0% | +0.7% |
| 7D | +3.1% | +3.5% | -0.4% | +2.0% |
| 30D | +16.2% | +21.2% | -4.9% | +9.1% |
| 3M | +8.4% | +2.5% | +5.9% | +7.2% |
| 6M | +19.0% | +16.1% | +2.9% | +12.6% |
| YTD | +28.8% | +16.6% | +12.2% | +21.0% |
| 1Y | +33.1% | +14.4% | +18.7% | +25.7% |
| 3Y | +70.8% | +71.9% | -1.1% | +33.2% |
| 5Y | +74.2% | +174.3% | -100.1% | +3.7% |
| All | +74.2% | +180.8% | -106.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling