+4.3%
QQQ vs DHI
+9.9%
-5.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.5% |
| 7D | -9.5% | +7.6% | -17.1% | -10.2% |
| 30D | -14.8% | +15.3% | -30.1% | -16.1% |
| 3M | -9.7% | +4.4% | -14.1% | -10.0% |
| 6M | -4.9% | +8.3% | -13.1% | -5.8% |
| YTD | +5.7% | +10.4% | -4.7% | +3.1% |
| 1Y | +4.3% | +9.8% | -5.5% | +1.4% |
| All | +4.3% | +9.9% | -5.6% | +1.4% |
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