+206.6%
ROL vs DHI
+414.5%
-207.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -3.2% | -3.4% | +0.3% | -2.4% |
| 30D | -4.9% | -5.4% | +0.5% | -3.9% |
| 3M | -25.8% | -10.4% | -15.4% | -24.3% |
| 6M | -37.6% | -2.8% | -34.8% | -37.6% |
| YTD | -41.5% | -3.4% | -38.1% | -41.6% |
| 1Y | -39.5% | -22.9% | -16.6% | -36.8% |
| 3Y | +0.1% | +20.7% | -20.6% | -8.5% |
| 5Y | -4.6% | +62.1% | -66.7% | -21.0% |
| All | +206.6% | +414.5% | -207.9% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling