+35.8%
FIVE vs RRC
+36.3%
-0.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | -0.3% | -10.8% | +10.5% | +1.5% |
| 30D | +17.7% | +22.3% | -4.7% | +13.0% |
| 3M | +4.0% | +26.6% | -22.6% | -1.1% |
| 6M | +2.6% | +18.9% | -16.3% | -1.4% |
| YTD | +27.6% | +39.2% | -11.6% | +16.9% |
| 1Y | +59.9% | +34.0% | +26.0% | +47.7% |
| 3Y | +35.8% | +42.0% | -6.2% | +30.2% |
| All | +35.8% | +36.3% | -0.5% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling