+767.9%
RMD vs FIVE
+868.1%
-100.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.2% |
| 7D | -5.0% | +4.3% | -9.2% | -5.7% |
| 30D | +2.2% | +12.5% | -10.3% | 0.0% |
| 3M | +17.8% | +31.2% | -13.4% | +12.1% |
| 6M | -11.3% | +14.4% | -25.7% | -14.2% |
| YTD | -4.4% | +33.9% | -38.3% | -10.0% |
| 1Y | -15.7% | +65.1% | -80.8% | -23.8% |
| 3Y | +47.7% | +49.0% | -1.2% | +30.0% |
| 5Y | -19.2% | +30.3% | -49.5% | -29.1% |
| 10Y | +280.4% | +481.1% | -200.7% | +154.2% |
| All | +767.9% | +868.1% | -100.2% | +443.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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