+123.0%
XRT vs DHI
+414.5%
-291.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | -3.2% | -3.4% | +0.2% | -1.9% |
| 30D | -4.5% | -5.4% | +0.9% | -2.4% |
| 3M | -3.1% | -10.4% | +7.4% | +0.9% |
| 6M | +4.2% | -2.8% | +7.0% | +4.5% |
| YTD | -0.1% | -3.4% | +3.3% | -0.1% |
| 1Y | -3.0% | -22.9% | +19.9% | +5.7% |
| 3Y | +41.8% | +20.7% | +21.1% | +23.3% |
| 5Y | -1.3% | +62.1% | -63.4% | -26.3% |
| All | +123.0% | +414.5% | -291.5% | +2.9% |
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 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