+223.0%
RL vs FIVE
+826.1%
-603.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.3% | -3.1% | -5.9% |
| 7D | -4.7% | -1.7% | -3.0% | -4.1% |
| 30D | +3.6% | +14.9% | -11.4% | -1.1% |
| 3M | +0.5% | +7.6% | -7.1% | -2.3% |
| 6M | +6.6% | +6.4% | +0.2% | +3.1% |
| YTD | +8.8% | +28.1% | -19.2% | -1.6% |
| 1Y | +21.8% | +54.7% | -33.0% | +3.3% |
| 3Y | +245.8% | +36.1% | +209.8% | +183.2% |
| 5Y | +230.0% | +14.9% | +215.1% | +176.8% |
| 10Y | +369.4% | +578.8% | -209.4% | +144.0% |
| All | +223.0% | +826.1% | -603.1% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling