+126.0%
DUK vs DHI
+414.5%
-288.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -0.7% | -3.4% | +2.7% | -0.1% |
| 30D | -2.4% | -5.4% | +3.0% | -1.6% |
| 3M | -3.0% | -10.4% | +7.4% | -1.4% |
| 6M | -6.6% | -2.8% | -3.8% | -6.6% |
| YTD | +4.6% | -3.4% | +8.0% | +4.4% |
| 1Y | +1.2% | -22.9% | +24.1% | +4.8% |
| 3Y | +45.7% | +20.7% | +25.0% | +35.3% |
| 5Y | +40.3% | +62.1% | -21.8% | +19.5% |
| All | +126.0% | +414.5% | -288.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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