-42.4%
RIG vs DHI
+11,215.6%
-11,258.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -3.1% | -3.4% | +0.3% | -2.3% |
| 30D | -0.5% | -5.4% | +4.9% | +0.6% |
| 3M | -6.0% | -10.4% | +4.5% | -4.3% |
| 6M | -10.1% | -2.8% | -7.4% | -10.8% |
| YTD | +37.3% | -3.4% | +40.7% | +36.1% |
| 1Y | +73.9% | -22.9% | +96.8% | +81.0% |
| 3Y | -30.2% | +20.7% | -50.9% | -35.6% |
| 5Y | +62.5% | +62.1% | +0.3% | +36.1% |
| 10Y | -42.3% | +410.4% | -452.7% | -63.1% |
| All | -42.4% | +11,215.6% | -11,258.0% | -76.2% |
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