+111.7%
RIOT vs PHM
+49.3%
+62.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.5% |
| 7D | -1.5% | -5.0% | +3.5% | +1.5% |
| 30D | +5.7% | -8.4% | +14.1% | +11.0% |
| 3M | -17.9% | -4.4% | -13.4% | -16.9% |
| 6M | +45.0% | -3.7% | +48.7% | +46.4% |
| YTD | +69.5% | +1.3% | +68.2% | +63.1% |
| 1Y | +37.2% | -14.0% | +51.2% | +46.4% |
| 3Y | +111.7% | +48.1% | +63.6% | +34.9% |
| All | +111.7% | +49.3% | +62.4% | +34.9% |
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