+2.0%
RDW vs FIVN
-82.4%
+84.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.8% |
| 7D | +0.9% | -7.8% | +8.7% | +3.6% |
| 30D | -21.3% | -1.7% | -19.5% | -21.4% |
| 3M | -37.9% | +47.2% | -85.0% | -47.6% |
| 6M | +12.3% | +82.7% | -70.5% | -16.4% |
| YTD | +39.7% | +52.9% | -13.2% | +9.1% |
| 1Y | +25.7% | +17.5% | +8.2% | +9.0% |
| 3Y | +230.8% | -55.8% | +286.7% | +289.8% |
| 5Y | -8.8% | -82.3% | +73.6% | +30.0% |
| All | +2.0% | -82.4% | +84.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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