+112.2%
DT vs INVH
+25.8%
+86.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | -2.3% | +1.8% | +0.6% |
| 30D | +0.1% | -5.7% | +5.8% | +3.1% |
| 3M | +24.1% | -4.5% | +28.6% | +26.8% |
| 6M | +30.1% | +11.0% | +19.2% | +22.3% |
| YTD | +16.8% | +3.7% | +13.1% | +13.1% |
| 1Y | -0.1% | -2.8% | +2.7% | -0.1% |
| 3Y | +6.8% | -7.1% | +14.0% | +6.5% |
| 5Y | -28.4% | -19.4% | -8.9% | -23.0% |
| All | +112.2% | +25.8% | +86.4% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling