+3.0%
RRX vs FIVE
+56.0%
-53.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.4% |
| 7D | +3.4% | +4.3% | -0.8% | +2.1% |
| 30D | -11.1% | +12.5% | -23.6% | -14.6% |
| 3M | -23.7% | +31.2% | -55.0% | -30.3% |
| 6M | -22.0% | +14.4% | -36.4% | -26.0% |
| YTD | +16.5% | +33.9% | -17.4% | +5.4% |
| 1Y | +11.5% | +65.1% | -53.5% | -5.3% |
| All | +3.0% | +56.0% | -53.0% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling