+542.1%
FIVE vs RRC
+60.0%
+482.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.6% |
| 7D | +6.2% | -10.3% | +16.5% | +7.6% |
| 30D | +18.2% | +19.5% | -1.3% | +15.2% |
| 3M | +3.8% | +27.9% | -24.1% | +0.2% |
| 6M | +13.7% | +21.2% | -7.4% | +10.3% |
| YTD | +34.7% | +39.6% | -4.8% | +27.8% |
| 1Y | +66.6% | +31.3% | +35.4% | +59.2% |
| 3Y | +44.3% | +51.9% | -7.7% | +34.5% |
| 5Y | +18.8% | +110.2% | -91.4% | +4.1% |
| All | +542.1% | +60.0% | +482.1% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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