+95.9%
RIO vs PHM
+50.2%
+45.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +1.0% | -3.9% | +4.8% | +1.9% |
| 30D | +4.0% | -8.6% | +12.6% | +6.1% |
| 3M | +4.5% | -2.9% | +7.5% | +4.8% |
| 6M | +17.3% | -5.7% | +23.0% | +18.1% |
| YTD | +36.2% | +1.9% | +34.3% | +34.2% |
| 1Y | +76.1% | -12.3% | +88.5% | +79.4% |
| All | +95.9% | +50.2% | +45.8% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling