+9,030.3%
ROL vs PHM
+11,456.8%
-2,426.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | -3.2% | +1.8% | -0.8% |
| 30D | -4.1% | -6.4% | +2.3% | -2.8% |
| 3M | -22.5% | +5.5% | -28.0% | -23.6% |
| 6M | -37.7% | -5.4% | -32.2% | -37.3% |
| YTD | -39.6% | +6.6% | -46.2% | -40.8% |
| 1Y | -36.0% | -8.8% | -27.2% | -35.4% |
| 3Y | -5.1% | +54.1% | -59.3% | -15.7% |
| 5Y | -3.4% | +144.5% | -147.9% | -23.4% |
| 10Y | +215.2% | +569.4% | -354.2% | +93.6% |
| All | +9,030.3% | +11,456.8% | -2,426.5% | +3,359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling