+117.7%
DTE vs INVH
+75.4%
+42.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | -3.0% | +0.4% | -1.1% |
| 30D | -4.4% | -7.5% | +3.1% | -0.7% |
| 3M | -8.3% | -5.5% | -2.8% | -5.8% |
| 6M | -8.1% | +11.7% | -19.8% | -13.3% |
| YTD | +4.4% | +1.3% | +3.1% | +3.1% |
| 1Y | +0.2% | -6.1% | +6.2% | +2.5% |
| 3Y | +42.6% | -9.8% | +52.4% | +46.3% |
| 5Y | +31.5% | -19.7% | +51.1% | +40.1% |
| All | +117.7% | +75.4% | +42.3% | +57.2% |
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