+0.8%
ROL vs PHM
+52.3%
-51.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.0% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | -6.9% | -9.7% | +2.7% | -5.5% |
| 3M | -24.6% | +2.2% | -26.8% | -25.0% |
| 6M | -39.5% | -5.7% | -33.9% | -39.2% |
| YTD | -41.1% | +2.8% | -43.9% | -41.6% |
| 1Y | -37.9% | -14.4% | -23.5% | -37.0% |
| 3Y | +0.8% | +52.2% | -51.4% | -13.1% |
| All | +0.8% | +52.3% | -51.5% | -13.1% |
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 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