+213.5%
RL vs FIVN
+253.1%
-39.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.5% |
| 7D | -4.4% | -22.8% | +18.4% | -1.7% |
| 30D | +5.6% | -21.3% | +26.9% | +8.2% |
| 3M | -0.6% | -14.0% | +13.3% | +0.4% |
| 6M | +15.5% | +31.1% | -15.6% | +10.1% |
| YTD | +12.3% | +40.0% | -27.7% | +4.9% |
| 1Y | +19.3% | +38.1% | -18.8% | +11.6% |
| 3Y | +255.5% | -55.7% | +311.2% | +268.3% |
| 5Y | +247.1% | -82.5% | +329.6% | +276.6% |
| 10Y | +346.0% | +92.4% | +253.6% | +286.3% |
| All | +213.5% | +253.1% | -39.5% | +154.9% |
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