+114.1%
DT vs INVH
+22.9%
+91.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.6% | -3.0% | +1.4% | -0.1% |
| 30D | +3.0% | -7.5% | +10.6% | +7.1% |
| 3M | +26.5% | -5.5% | +32.0% | +29.9% |
| 6M | +35.9% | +11.7% | +24.2% | +27.2% |
| YTD | +17.8% | +1.3% | +16.5% | +15.4% |
| 1Y | +4.1% | -6.1% | +10.1% | +5.9% |
| 3Y | +5.3% | -9.8% | +15.1% | +6.5% |
| 5Y | -27.2% | -19.7% | -7.5% | -21.7% |
| All | +114.1% | +22.9% | +91.2% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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