+46.2%
RBRK vs PHM
+13.8%
+32.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.6% | -10.5% | -11.2% |
| 7D | -20.9% | +8.7% | -29.5% | -20.4% |
| 30D | -15.9% | +16.4% | -32.4% | -15.2% |
| 3M | +24.7% | +1.8% | +22.8% | +24.6% |
| 6M | +85.1% | +15.1% | +70.0% | +86.4% |
| YTD | +38.3% | +16.0% | +22.3% | +39.8% |
| 1Y | +46.2% | +14.1% | +32.1% | +45.8% |
| All | +46.2% | +13.8% | +32.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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