+51.2%
RIO vs PHM
+59.3%
-8.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | -4.1% | +3.2% | 0.0% |
| 30D | -9.1% | +16.1% | -25.2% | -12.2% |
| 3M | -13.7% | -2.5% | -11.2% | -13.3% |
| 6M | -24.3% | +12.9% | -37.3% | -26.8% |
| YTD | +8.9% | +9.0% | -0.1% | +5.7% |
| 1Y | +22.7% | +8.2% | +14.5% | +19.2% |
| 3Y | +51.2% | +58.4% | -7.3% | +22.2% |
| All | +51.2% | +59.3% | -8.1% | +22.2% |
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 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