+207.9%
RRX vs FIVE
+505.3%
-297.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +12.6% | +2.4% | +10.2% | +11.8% |
| 30D | +10.6% | +15.8% | -5.3% | +5.3% |
| 3M | +4.6% | +3.8% | +0.9% | +2.7% |
| 6M | -13.6% | +18.5% | -32.1% | -19.6% |
| YTD | +29.4% | +31.2% | -1.8% | +16.6% |
| 1Y | +31.9% | +61.8% | -29.9% | +11.0% |
| 3Y | +68.3% | +39.9% | +28.4% | +38.0% |
| 5Y | +13.2% | +18.3% | -5.1% | -6.1% |
| All | +207.9% | +505.3% | -297.4% | +57.8% |
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