+851.7%
FIVE vs RRC
-27.9%
+879.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.2% |
| 7D | +4.3% | +1.3% | +3.0% | +4.1% |
| 30D | +12.5% | +10.1% | +2.4% | +11.1% |
| 3M | +31.2% | +4.0% | +27.2% | +30.4% |
| 6M | +14.4% | +1.6% | +12.8% | +13.7% |
| YTD | +33.9% | +19.7% | +14.2% | +30.2% |
| 1Y | +65.1% | +21.4% | +43.6% | +60.1% |
| 3Y | +49.0% | +29.7% | +19.3% | +42.3% |
| 5Y | +30.3% | +153.9% | -123.6% | +12.9% |
| 10Y | +481.1% | +10.8% | +470.3% | +376.2% |
| All | +851.7% | -27.9% | +879.6% | +724.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling