-45.7%
RDDT vs PHM
+16.2%
-61.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.2% | -1.2% | +5.0% |
| 7D | -24.4% | +13.6% | -37.9% | -25.7% |
| 30D | -32.3% | +19.3% | -51.6% | -34.1% |
| 3M | -36.3% | +3.5% | -39.8% | -36.7% |
| 6M | -39.7% | +18.6% | -58.3% | -40.9% |
| YTD | -55.7% | +16.7% | -72.4% | -58.5% |
| 1Y | -45.7% | +14.6% | -60.4% | -49.5% |
| All | -45.7% | +16.2% | -61.9% | -49.5% |
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 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