+153.1%
SO vs DHI
+414.5%
-261.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -1.1% | -3.4% | +2.3% | -0.5% |
| 30D | -5.0% | -5.4% | +0.4% | -4.1% |
| 3M | -5.8% | -10.4% | +4.7% | -4.1% |
| 6M | -7.9% | -2.8% | -5.2% | -8.0% |
| YTD | +2.4% | -3.4% | +5.8% | +2.2% |
| 1Y | -2.3% | -22.9% | +20.6% | +1.5% |
| 3Y | +41.9% | +20.7% | +21.2% | +31.2% |
| 5Y | +58.1% | +62.1% | -4.1% | +33.4% |
| All | +153.1% | +414.5% | -261.4% | +61.6% |
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