-15.2%
RDW vs DHI
+9.9%
-25.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | +0.4% | -20.2% | -19.8% |
| 7D | -32.4% | +7.6% | -40.0% | -32.9% |
| 30D | -41.7% | +15.3% | -57.0% | -42.8% |
| 3M | -42.3% | +4.4% | -46.6% | -42.5% |
| 6M | -28.8% | +8.3% | -37.0% | -29.9% |
| YTD | -18.6% | +10.4% | -29.0% | -24.3% |
| 1Y | -15.2% | +9.8% | -25.0% | -24.9% |
| All | -15.2% | +9.9% | -25.1% | -24.9% |
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