+51.9%
FIVE vs RRC
+31.1%
+20.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | +4.3% | +1.3% | +3.0% | +4.0% |
| 30D | +12.5% | +10.1% | +2.4% | +10.3% |
| 3M | +31.2% | +4.0% | +27.2% | +29.9% |
| 6M | +14.4% | +1.6% | +12.8% | +13.3% |
| YTD | +33.9% | +19.7% | +14.2% | +26.9% |
| 1Y | +65.1% | +21.4% | +43.6% | +55.2% |
| All | +51.9% | +31.1% | +20.8% | +40.6% |
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