+5.3%
DT vs INVH
-9.7%
+15.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | -3.0% | +1.4% | -1.0% |
| 30D | +3.0% | -7.5% | +10.6% | +4.7% |
| 3M | +26.5% | -5.5% | +32.0% | +28.0% |
| 6M | +35.9% | +11.7% | +24.2% | +32.0% |
| YTD | +17.8% | +1.3% | +16.5% | +16.9% |
| 1Y | +4.1% | -6.1% | +10.1% | +5.6% |
| 3Y | +5.3% | -9.8% | +15.1% | +1.3% |
| All | +5.3% | -9.7% | +15.0% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling