+677.9%
RMBS vs FIVN
+292.8%
+385.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.1% | +7.8% | +3.0% |
| 7D | +3.0% | -8.2% | +11.2% | +4.7% |
| 30D | -14.4% | -8.1% | -6.3% | -13.3% |
| 3M | -42.8% | +34.9% | -77.7% | -47.5% |
| 6M | -1.4% | +72.6% | -74.0% | -16.8% |
| YTD | -5.4% | +55.8% | -61.2% | -18.7% |
| 1Y | +18.6% | +17.1% | +1.4% | +9.0% |
| 3Y | +57.3% | -54.3% | +111.6% | +71.9% |
| 5Y | +265.7% | -81.6% | +347.2% | +353.6% |
| 10Y | +546.0% | +109.2% | +436.8% | +447.7% |
| All | +677.9% | +292.8% | +385.1% | +541.8% |
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 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