+134.2%
RBRK vs PHM
+9.4%
+124.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | -7.5% | -5.0% | -2.5% | -7.3% |
| 30D | -10.4% | -8.4% | -2.0% | -10.1% |
| 3M | +21.3% | -4.4% | +25.7% | +21.4% |
| 6M | +50.6% | -3.7% | +54.4% | +50.3% |
| YTD | +13.3% | +1.3% | +12.0% | +12.4% |
| 1Y | +11.2% | -14.0% | +25.3% | +12.3% |
| All | +134.2% | +9.4% | +124.8% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling