+89.4%
RSG vs FIVE
+38.7%
+50.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.7% | +3.7% | -4.4% | -0.9% |
| 30D | +3.3% | +4.0% | -0.7% | +3.1% |
| 3M | +8.5% | +36.2% | -27.8% | +7.1% |
| 6M | -3.5% | +18.0% | -21.5% | -4.4% |
| YTD | +5.5% | +34.9% | -29.4% | +3.9% |
| 1Y | -1.7% | +67.9% | -69.6% | -4.2% |
| 3Y | +56.9% | +57.3% | -0.4% | +54.0% |
| 5Y | +89.4% | +39.5% | +49.9% | +85.3% |
| All | +89.4% | +38.7% | +50.7% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling