+806.8%
FIVE vs RRC
-16.2%
+823.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -0.3% | -10.8% | +10.5% | +1.1% |
| 30D | +17.7% | +22.3% | -4.7% | +14.5% |
| 3M | +4.0% | +26.6% | -22.6% | +0.6% |
| 6M | +2.6% | +18.9% | -16.3% | -0.1% |
| YTD | +27.6% | +39.2% | -11.6% | +21.4% |
| 1Y | +59.9% | +34.0% | +26.0% | +52.8% |
| 3Y | +35.8% | +42.0% | -6.2% | +27.9% |
| 5Y | +14.4% | +111.9% | -97.4% | +0.7% |
| 10Y | +576.1% | +62.8% | +513.4% | +430.6% |
| All | +806.8% | -16.2% | +823.0% | +668.4% |
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