+247.0%
RL vs FIVE
+34.8%
+212.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | +4.3% | +17.7% | -13.4% | -0.6% |
| 3M | -4.6% | +4.0% | -8.6% | -6.1% |
| 6M | +1.7% | +2.6% | -0.9% | -0.1% |
| YTD | +7.3% | +27.6% | -20.2% | -1.9% |
| 1Y | +20.8% | +59.9% | -39.1% | +2.8% |
| 3Y | +247.0% | +35.8% | +211.2% | +159.7% |
| All | +247.0% | +34.8% | +212.1% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling