+210.7%
RRX vs FIVE
+822.5%
-611.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +7.5% | -0.3% | +7.8% | +7.5% |
| 30D | +3.0% | +17.7% | -14.7% | -1.8% |
| 3M | -5.3% | +4.0% | -9.3% | -7.0% |
| 6M | -26.6% | +2.6% | -29.3% | -28.1% |
| YTD | +21.2% | +27.6% | -6.4% | +11.7% |
| 1Y | +25.9% | +59.9% | -34.0% | +9.0% |
| 3Y | +71.7% | +35.8% | +35.9% | +45.8% |
| 5Y | +7.8% | +14.4% | -6.7% | -7.5% |
| 10Y | +242.9% | +576.1% | -333.3% | +98.6% |
| All | +210.7% | +822.5% | -611.8% | +66.8% |
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 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