+232.2%
RRX vs FIVE
+874.1%
-642.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.6% | +1.3% | +5.4% |
| 7D | +12.3% | +6.2% | +6.1% | +10.4% |
| 30D | +9.5% | +18.2% | -8.6% | +4.4% |
| 3M | +1.8% | +3.8% | -2.1% | +0.2% |
| 6M | -15.3% | +13.7% | -29.1% | -19.5% |
| YTD | +29.6% | +34.7% | -5.1% | +17.7% |
| 1Y | +34.1% | +66.6% | -32.6% | +14.8% |
| 3Y | +74.0% | +44.3% | +29.7% | +45.4% |
| 5Y | +14.7% | +18.8% | -4.1% | -2.5% |
| 10Y | +229.4% | +569.2% | -339.8% | +89.5% |
| All | +232.2% | +874.1% | -642.0% | +75.7% |
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