+195.8%
ON vs DHI
+5,325.4%
-5,129.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -1.9% | -2.3% | +0.5% | -0.9% |
| 30D | -11.0% | -5.3% | -5.8% | -9.3% |
| 3M | -39.3% | -7.8% | -31.6% | -37.8% |
| 6M | +19.8% | -5.4% | +25.2% | +21.3% |
| YTD | +31.1% | -2.7% | +33.8% | +30.7% |
| 1Y | +46.0% | -21.0% | +66.9% | +57.7% |
| 3Y | -27.5% | +22.2% | -49.7% | -35.9% |
| 5Y | +56.9% | +62.2% | -5.3% | +23.7% |
| 10Y | +591.8% | +414.3% | +177.5% | +250.2% |
| All | +195.8% | +5,325.4% | -5,129.7% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling