+4,248.9%
SO vs DHI
+12,596.5%
-8,347.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | 0.0% | -2.3% | +2.4% | +0.2% |
| 30D | -2.5% | -5.3% | +2.8% | -2.1% |
| 3M | -4.2% | -7.8% | +3.6% | -3.6% |
| 6M | -7.7% | -5.4% | -2.3% | -7.5% |
| YTD | +3.8% | -2.7% | +6.5% | +3.7% |
| 1Y | +0.1% | -21.0% | +21.0% | +1.6% |
| 3Y | +44.2% | +22.2% | +22.0% | +39.8% |
| 5Y | +57.9% | +62.2% | -4.3% | +48.1% |
| 10Y | +162.0% | +414.3% | -252.3% | +121.6% |
| All | +4,248.9% | +12,596.5% | -8,347.7% | +2,941.3% |
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