+47.6%
ON vs DHI
+9.6%
+37.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.1% | -10.0% | -4.1% |
| 7D | -5.8% | +9.8% | -15.6% | -8.7% |
| 30D | -17.1% | +17.8% | -34.9% | -21.7% |
| 3M | -11.8% | +4.7% | -16.5% | -13.4% |
| 6M | -30.2% | +10.0% | -40.2% | -33.5% |
| YTD | +31.6% | +10.0% | +21.6% | +24.4% |
| 1Y | +47.6% | +9.1% | +38.4% | +38.0% |
| All | +47.6% | +9.6% | +37.9% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling