-27.0%
RKT vs DHI
+113.3%
-140.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | 0.0% |
| 7D | -7.2% | -6.1% | -1.1% | -2.7% |
| 30D | -7.9% | -10.1% | +2.2% | -0.1% |
| 3M | +5.2% | -7.3% | +12.5% | +12.2% |
| 6M | -14.9% | -6.1% | -8.8% | -9.7% |
| YTD | -31.9% | -5.0% | -26.8% | -28.4% |
| 1Y | -36.9% | -22.1% | -14.8% | -23.9% |
| 3Y | +35.7% | +19.2% | +16.5% | +20.0% |
| 5Y | -9.7% | +59.4% | -69.1% | -37.5% |
| All | -27.0% | +113.3% | -140.3% | -59.9% |
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 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