+24.3%
RSG vs FIVE
+62.8%
-38.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | +1.4% | +2.4% | -1.0% | +1.4% |
| 30D | +15.0% | +15.8% | -0.8% | +14.6% |
| 3M | +18.5% | +3.8% | +14.7% | +18.3% |
| 6M | +25.8% | +18.5% | +7.2% | +25.0% |
| YTD | +20.8% | +31.2% | -10.4% | +19.0% |
| All | +24.3% | +62.8% | -38.5% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling