+20.8%
RL vs FIVE
+55.9%
-35.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -4.2% | -0.3% | -3.9% | -3.9% |
| 30D | +4.3% | +17.7% | -13.4% | -0.2% |
| 3M | -4.6% | +4.0% | -8.6% | -6.0% |
| 6M | +1.7% | +2.6% | -0.9% | +0.7% |
| YTD | +7.3% | +27.6% | -20.2% | -4.6% |
| 1Y | +20.8% | +59.9% | -39.1% | -8.9% |
| All | +20.8% | +55.9% | -35.1% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling