+196.3%
RL vs FIVE
+868.1%
-671.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.3% |
| 7D | -0.8% | +4.3% | -5.1% | -2.2% |
| 30D | -7.8% | +12.5% | -20.3% | -11.6% |
| 3M | -4.0% | +31.2% | -35.2% | -12.8% |
| 6M | -1.9% | +14.4% | -16.3% | -7.5% |
| YTD | -0.2% | +33.9% | -34.1% | -11.0% |
| 1Y | +10.7% | +65.1% | -54.4% | -8.4% |
| 3Y | +210.8% | +49.0% | +161.8% | +146.7% |
| 5Y | +238.2% | +30.3% | +207.9% | +172.1% |
| 10Y | +313.4% | +481.1% | -167.7% | +119.4% |
| All | +196.3% | +868.1% | -671.9% | +39.0% |
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