+266.8%
RMBS vs FIVN
-82.2%
+349.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +1.8% | -7.8% | +9.6% | +3.7% |
| 30D | -13.9% | -1.7% | -12.2% | -13.9% |
| 3M | -39.8% | +47.2% | -87.0% | -46.8% |
| 6M | -6.0% | +82.7% | -88.7% | -24.8% |
| YTD | -5.4% | +52.9% | -58.3% | -20.7% |
| 1Y | -1.8% | +17.5% | -19.3% | -10.7% |
| 3Y | +53.7% | -55.8% | +109.5% | +73.9% |
| All | +266.8% | -82.2% | +349.0% | +365.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling