+55.3%
ON vs DHI
-21.2%
+76.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.9% |
| 7D | +2.4% | -3.4% | +5.8% | +3.6% |
| 30D | -8.6% | -5.4% | -3.2% | -7.1% |
| 3M | -34.3% | -10.4% | -23.9% | -32.2% |
| 6M | +28.5% | -2.8% | +31.3% | +27.1% |
| YTD | +40.6% | -3.4% | +44.0% | +39.6% |
| 1Y | +55.3% | -22.9% | +78.2% | +64.8% |
| All | +55.3% | -21.2% | +76.5% | +64.8% |
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