-29.3%
RIOT vs PHM
+149.8%
-179.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -3.4% |
| 7D | -0.9% | -6.4% | +5.5% | +4.3% |
| 30D | +3.5% | -12.1% | +15.6% | +14.2% |
| 3M | -13.0% | -1.5% | -11.5% | -13.9% |
| 6M | +43.1% | -6.0% | +49.1% | +47.7% |
| YTD | +65.4% | -0.3% | +65.7% | +59.0% |
| 1Y | +27.7% | -13.3% | +41.1% | +36.9% |
| 3Y | +91.3% | +47.6% | +43.8% | +11.3% |
| 5Y | -29.3% | +154.7% | -184.0% | -75.8% |
| All | -29.3% | +149.8% | -179.1% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling