-10.4%
RKT vs DHI
+9.6%
-20.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +8.1% | +0.6% | +0.8% |
| 7D | +29.7% | +9.8% | +19.9% | +18.2% |
| 30D | +28.5% | +17.8% | +10.7% | +9.1% |
| 3M | +6.4% | +4.7% | +1.7% | +1.5% |
| 6M | +7.1% | +10.0% | -2.9% | -1.2% |
| YTD | -22.5% | +10.0% | -32.4% | -29.3% |
| 1Y | -10.4% | +9.1% | -19.6% | -19.5% |
| All | -10.4% | +9.6% | -20.1% | -19.5% |
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 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