+59.8%
ON vs DHI
+61.2%
-1.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.6% |
| 7D | +2.4% | -3.4% | +5.8% | +4.4% |
| 30D | -8.6% | -5.4% | -3.2% | -6.0% |
| 3M | -34.3% | -10.4% | -23.9% | -31.0% |
| 6M | +28.5% | -2.8% | +31.3% | +28.0% |
| YTD | +40.6% | -3.4% | +44.0% | +39.6% |
| 1Y | +55.3% | -22.9% | +78.2% | +75.2% |
| 3Y | -22.2% | +20.7% | -42.9% | -38.8% |
| All | +59.8% | +61.2% | -1.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling