+346.0%
RL vs FIVE
+535.9%
-189.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | +5.6% | +17.4% | -11.8% | -0.5% |
| 3M | -0.6% | +7.0% | -7.7% | -3.5% |
| 6M | +15.5% | +20.5% | -5.0% | +5.9% |
| YTD | +12.3% | +33.1% | -20.8% | -1.4% |
| 1Y | +19.3% | +67.1% | -47.8% | -4.1% |
| 3Y | +255.5% | +41.9% | +213.6% | +178.7% |
| 5Y | +247.1% | +21.1% | +226.0% | +178.1% |
| 10Y | +346.0% | +518.8% | -172.8% | +99.8% |
| All | +346.0% | +535.9% | -189.9% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling