+6,084.9%
RIO vs PHM
+15,589.6%
-9,504.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | +4.0% | -6.4% | +10.4% | +5.6% |
| 3M | +0.1% | +5.5% | -5.4% | -1.6% |
| 6M | +12.7% | -5.4% | +18.2% | +13.7% |
| YTD | +35.6% | +6.6% | +29.0% | +32.3% |
| 1Y | +73.7% | -8.8% | +82.5% | +75.7% |
| 3Y | +93.3% | +54.1% | +39.2% | +68.0% |
| 5Y | +92.4% | +144.5% | -52.0% | +44.7% |
| 10Y | +606.9% | +569.4% | +37.5% | +289.0% |
| All | +6,084.9% | +15,589.6% | -9,504.8% | +2,067.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling