+229.4%
RRX vs FIVE
+596.6%
-367.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.6% | +1.3% | +5.1% |
| 7D | +12.3% | +6.2% | +6.1% | +10.1% |
| 30D | +9.5% | +18.2% | -8.6% | +3.6% |
| 3M | +1.8% | +3.8% | -2.1% | -0.1% |
| 6M | -15.3% | +13.7% | -29.1% | -20.1% |
| YTD | +29.6% | +34.7% | -5.1% | +15.8% |
| 1Y | +34.1% | +66.6% | -32.6% | +11.8% |
| 3Y | +74.0% | +44.3% | +29.7% | +41.3% |
| 5Y | +14.7% | +18.8% | -4.1% | -5.0% |
| 10Y | +229.4% | +569.2% | -339.8% | +63.5% |
| All | +229.4% | +596.6% | -367.2% | +63.5% |
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