+170.7%
RRX vs FIVN
+292.8%
-122.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.7% | +1.5% |
| 7D | +4.3% | -8.2% | +12.5% | +5.6% |
| 30D | -8.0% | -8.1% | +0.1% | -7.1% |
| 3M | -22.0% | +34.9% | -56.9% | -26.6% |
| 6M | -11.9% | +72.6% | -84.5% | -21.9% |
| YTD | +17.1% | +55.8% | -38.7% | +4.9% |
| 1Y | +14.9% | +17.1% | -2.3% | +8.1% |
| 3Y | +6.9% | -54.3% | +61.2% | +13.9% |
| 5Y | +19.6% | -81.6% | +101.1% | +38.0% |
| 10Y | +215.9% | +109.2% | +106.8% | +158.2% |
| All | +170.7% | +292.8% | -122.1% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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