+205.1%
ROL vs PHM
+557.7%
-352.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -3.2% | -6.4% | +3.1% | -1.9% |
| 30D | -6.6% | -12.1% | +5.5% | -4.1% |
| 3M | -27.3% | -1.5% | -25.8% | -27.3% |
| 6M | -38.1% | -6.0% | -32.1% | -37.6% |
| YTD | -41.8% | -0.3% | -41.5% | -42.2% |
| 1Y | -37.8% | -13.3% | -24.5% | -36.5% |
| 3Y | -0.3% | +47.6% | -47.9% | -11.8% |
| 5Y | -5.1% | +154.7% | -159.8% | -27.6% |
| All | +205.1% | +557.7% | -352.6% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling