+68.1%
RIO vs PHM
-14.5%
+82.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.8% |
| 7D | -3.4% | -6.4% | +3.0% | -2.1% |
| 30D | +0.6% | -12.1% | +12.7% | +3.0% |
| 3M | +2.5% | -1.5% | +4.1% | +2.3% |
| 6M | +10.8% | -6.0% | +16.8% | +10.5% |
| YTD | +30.5% | -0.3% | +30.8% | +29.8% |
| 1Y | +68.1% | -13.3% | +81.5% | +66.2% |
| All | +68.1% | -14.5% | +82.6% | +66.2% |
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