+373.0%
RL vs FIVE
+596.6%
-223.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.6% | +0.2% | +3.7% |
| 7D | +0.2% | +6.2% | -5.9% | -1.9% |
| 30D | +7.3% | +18.2% | -10.8% | +0.9% |
| 3M | +1.0% | +3.8% | -2.8% | -0.8% |
| 6M | +11.8% | +13.7% | -2.0% | +4.9% |
| YTD | +13.6% | +34.7% | -21.1% | -0.7% |
| 1Y | +24.0% | +66.6% | -42.6% | -0.2% |
| 3Y | +256.6% | +44.3% | +212.3% | +177.6% |
| 5Y | +240.2% | +18.8% | +221.5% | +174.7% |
| 10Y | +373.0% | +569.2% | -196.2% | +105.2% |
| All | +373.0% | +596.6% | -223.6% | +105.2% |
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