-1.8%
RMBS vs FIVN
+20.3%
-22.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.9% |
| 7D | +1.8% | -7.8% | +9.6% | +1.9% |
| 30D | -13.9% | -1.7% | -12.2% | -13.9% |
| 3M | -39.8% | +47.2% | -87.0% | -40.7% |
| 6M | -6.0% | +82.7% | -88.7% | -12.3% |
| YTD | -5.4% | +52.9% | -58.3% | -7.3% |
| 1Y | -1.8% | +17.5% | -19.3% | +17.8% |
| All | -1.8% | +20.3% | -22.1% | +17.8% |
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