+417.0%
RSG vs FIVE
+483.6%
-66.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.4% |
| 7D | -1.8% | +0.6% | -2.3% | -1.9% |
| 30D | +2.8% | +3.0% | -0.2% | +2.4% |
| 3M | +4.3% | +23.2% | -18.9% | +1.7% |
| 6M | -0.5% | +9.2% | -9.7% | -2.1% |
| YTD | +5.2% | +28.1% | -22.9% | +1.6% |
| 1Y | -2.1% | +65.3% | -67.4% | -8.5% |
| 3Y | +56.5% | +49.4% | +7.1% | +44.3% |
| 5Y | +89.5% | +29.5% | +60.0% | +73.9% |
| All | +417.0% | +483.6% | -66.7% | +258.7% |
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 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