+36.6%
FIVE vs RRC
+156.2%
-119.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.5% |
| 3M | +31.2% | +4.0% | +27.2% | +30.0% |
| 6M | +14.4% | +1.6% | +12.8% | +13.4% |
| YTD | +33.9% | +19.7% | +14.2% | +28.3% |
| 1Y | +65.1% | +21.4% | +43.6% | +57.4% |
| 3Y | +49.0% | +29.7% | +19.3% | +39.1% |
| All | +36.6% | +156.2% | -119.6% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling