+240.6%
RL vs FIVE
+16.7%
+223.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +2.6% | +2.7% | -0.1% | +1.6% |
| 30D | +2.9% | +12.7% | -9.7% | -1.3% |
| 3M | 0.0% | +2.1% | -2.1% | -1.0% |
| 6M | +17.1% | +17.5% | -0.4% | +8.7% |
| YTD | +10.1% | +31.0% | -20.8% | -2.4% |
| 1Y | +17.3% | +67.7% | -50.4% | -5.4% |
| 3Y | +249.3% | +43.4% | +206.0% | +175.9% |
| All | +240.6% | +16.7% | +223.9% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling