-20.1%
RKT vs PHM
+7.4%
-27.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -9.0% | -4.1% | -4.8% | -4.7% |
| 30D | +30.2% | +16.1% | +14.0% | +10.8% |
| 3M | -8.8% | -2.5% | -6.3% | -6.4% |
| 6M | -0.9% | +12.9% | -13.9% | -12.3% |
| YTD | -29.2% | +9.0% | -38.2% | -34.5% |
| 1Y | -20.1% | +8.2% | -28.2% | -26.0% |
| All | -20.1% | +7.4% | -27.5% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling