+584.5%
RIO vs PHM
+568.1%
+16.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -3.2% | -5.0% | +1.8% | -1.9% |
| 30D | +0.9% | -8.4% | +9.4% | +3.2% |
| 3M | -1.4% | -4.4% | +3.0% | -0.7% |
| 6M | +10.9% | -3.7% | +14.7% | +11.4% |
| YTD | +31.2% | +1.3% | +29.9% | +29.5% |
| 1Y | +67.9% | -14.0% | +81.9% | +72.5% |
| 3Y | +88.8% | +48.1% | +40.7% | +63.6% |
| 5Y | +93.1% | +158.8% | -65.7% | +38.5% |
| All | +584.5% | +568.1% | +16.4% | +233.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling