+21.1%
FIVE vs RRC
+135.4%
-114.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +17.4% | +25.2% | -7.8% | +12.1% |
| 3M | +7.0% | +27.8% | -20.8% | +1.6% |
| 6M | +20.5% | +27.2% | -6.8% | +14.0% |
| YTD | +33.1% | +48.2% | -15.0% | +21.3% |
| 1Y | +67.1% | +34.7% | +32.4% | +55.2% |
| 3Y | +41.9% | +62.2% | -20.3% | +25.6% |
| 5Y | +21.1% | +130.9% | -109.8% | +1.1% |
| All | +21.1% | +135.4% | -114.4% | +1.1% |
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