+178.7%
RL vs FIVN
+318.5%
-139.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +2.3% |
| 7D | -0.8% | -2.3% | +1.5% | -0.6% |
| 30D | -7.8% | +12.4% | -20.2% | -9.4% |
| 3M | -4.0% | +36.0% | -40.0% | -8.1% |
| 6M | -1.9% | +86.0% | -87.9% | -10.6% |
| YTD | -0.2% | +65.9% | -66.1% | -8.1% |
| 1Y | +10.7% | +26.5% | -15.8% | +5.1% |
| 3Y | +210.8% | -54.2% | +265.0% | +221.4% |
| 5Y | +238.2% | -80.5% | +318.7% | +262.5% |
| 10Y | +313.4% | +109.6% | +203.7% | +254.8% |
| All | +178.7% | +318.5% | -139.8% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling