+9,745.6%
ROL vs PHM
+11,952.1%
-2,206.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +0.8% | -4.8% | +5.5% | +1.7% |
| 30D | +20.6% | +16.5% | +4.1% | +16.9% |
| 3M | +4.5% | -2.0% | +6.5% | +4.8% |
| 6M | -26.5% | +12.7% | -39.2% | -28.6% |
| YTD | -34.8% | +11.2% | -46.0% | -36.7% |
| 1Y | -33.2% | +7.7% | -40.9% | -34.8% |
| 3Y | +4.5% | +60.9% | -56.4% | -7.9% |
| 5Y | +15.5% | +167.7% | -152.2% | -10.0% |
| 10Y | +217.2% | +692.1% | -474.8% | +88.5% |
| All | +9,745.6% | +11,952.1% | -2,206.4% | +3,596.8% |
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