-11.4%
RKT vs DHI
+61.2%
-72.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.5% |
| 7D | -6.3% | -3.4% | -2.9% | -3.6% |
| 30D | -6.2% | -5.4% | -0.8% | -1.7% |
| 3M | -1.9% | -10.4% | +8.6% | +8.0% |
| 6M | -13.0% | -2.8% | -10.2% | -10.0% |
| YTD | -31.9% | -3.4% | -28.5% | -29.4% |
| 1Y | -37.6% | -22.9% | -14.7% | -23.0% |
| 3Y | +36.8% | +20.7% | +16.1% | +15.3% |
| All | -11.4% | +61.2% | -72.7% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling