+20.7%
RL vs FIVN
+36.6%
-16.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.5% |
| 7D | +1.3% | -22.4% | +23.7% | +2.6% |
| 30D | +7.6% | -23.8% | +31.4% | +9.0% |
| 3M | -1.5% | -19.5% | +18.0% | -0.5% |
| 6M | +12.1% | +25.6% | -13.5% | +10.7% |
| YTD | +13.9% | +38.4% | -24.5% | +12.5% |
| 1Y | +20.7% | +33.7% | -13.0% | +20.1% |
| All | +20.7% | +36.6% | -16.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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