-22.2%
ON vs DHI
+21.1%
-43.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.8% |
| 7D | +2.4% | -3.4% | +5.8% | +4.0% |
| 30D | -8.6% | -5.4% | -3.2% | -6.6% |
| 3M | -34.3% | -10.4% | -23.9% | -31.7% |
| 6M | +28.5% | -2.8% | +31.3% | +28.1% |
| YTD | +40.6% | -3.4% | +44.0% | +40.0% |
| 1Y | +55.3% | -22.9% | +78.2% | +71.4% |
| 3Y | -22.2% | +20.7% | -42.9% | -36.0% |
| All | -22.2% | +21.1% | -43.3% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling