-34.7%
ROL vs DHI
+9.6%
-44.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +1.2% |
| 7D | +14.6% | +9.8% | +4.8% | +12.4% |
| 30D | +29.3% | +17.8% | +11.4% | +25.4% |
| 3M | +2.0% | +4.7% | -2.7% | +0.3% |
| 6M | -28.5% | +10.0% | -38.6% | -30.4% |
| YTD | -35.3% | +10.0% | -45.3% | -37.5% |
| 1Y | -34.7% | +9.1% | -43.8% | -36.8% |
| All | -34.7% | +9.6% | -44.3% | -36.8% |
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