-34.7%
ROL vs PHM
+16.2%
-50.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.2% | -4.4% | +1.0% |
| 7D | +14.6% | +13.6% | +1.0% | +11.0% |
| 30D | +29.3% | +19.3% | +10.0% | +23.7% |
| 3M | +2.0% | +3.5% | -1.5% | +0.1% |
| 6M | -28.5% | +18.6% | -47.1% | -32.0% |
| YTD | -35.3% | +16.7% | -52.0% | -38.5% |
| 1Y | -34.7% | +14.6% | -49.3% | -37.6% |
| All | -34.7% | +16.2% | -50.9% | -37.6% |
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