+629.3%
ON vs DHI
+414.5%
+214.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.5% |
| 7D | +2.4% | -3.4% | +5.8% | +4.6% |
| 30D | -8.6% | -5.4% | -3.2% | -5.8% |
| 3M | -34.3% | -10.4% | -23.9% | -30.8% |
| 6M | +28.5% | -2.8% | +31.3% | +28.1% |
| YTD | +40.6% | -3.4% | +44.0% | +39.7% |
| 1Y | +55.3% | -22.9% | +78.2% | +75.8% |
| 3Y | -22.2% | +20.7% | -42.9% | -37.4% |
| 5Y | +62.4% | +62.1% | +0.2% | +4.9% |
| All | +629.3% | +414.5% | +214.8% | +128.3% |
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