+215.9%
RRX vs FIVE
+475.1%
-259.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +4.3% | +3.7% | +0.6% | +3.0% |
| 30D | -8.0% | +4.0% | -12.0% | -9.4% |
| 3M | -22.0% | +36.2% | -58.3% | -30.0% |
| 6M | -11.9% | +18.0% | -29.9% | -17.6% |
| YTD | +17.1% | +34.9% | -17.8% | +4.9% |
| 1Y | +14.9% | +67.9% | -53.0% | -4.3% |
| 3Y | +6.9% | +57.3% | -50.4% | -15.7% |
| 5Y | +19.6% | +39.5% | -20.0% | -6.0% |
| 10Y | +215.9% | +496.4% | -280.5% | +52.0% |
| All | +215.9% | +475.1% | -259.1% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling