-14.9%
RKT vs DHI
-7.3%
-7.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | +0.9% |
| 7D | -7.2% | -6.1% | -1.1% | -0.5% |
| 30D | -7.9% | -10.1% | +2.2% | +3.7% |
| 3M | +5.2% | -7.3% | +12.5% | +14.5% |
| 6M | -14.9% | -6.1% | -8.8% | -11.4% |
| All | -14.9% | -7.3% | -7.6% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling