+13.3%
RMBS vs FIVN
+27.5%
-14.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.4% |
| 7D | -0.3% | -2.3% | +1.9% | -0.3% |
| 30D | -12.2% | +12.4% | -24.6% | -12.7% |
| 3M | -49.5% | +36.0% | -85.6% | -49.7% |
| 6M | -7.1% | +86.0% | -93.1% | -12.3% |
| YTD | -7.0% | +65.9% | -72.9% | -9.3% |
| 1Y | +13.3% | +26.5% | -13.2% | +38.6% |
| All | +13.3% | +27.5% | -14.1% | +38.6% |
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