+967.3%
RSG vs FIVE
+868.1%
+99.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.6% |
| 7D | +0.3% | +4.3% | -4.0% | -0.2% |
| 30D | +7.6% | +12.5% | -4.9% | +6.2% |
| 3M | +7.4% | +31.2% | -23.8% | +4.3% |
| 6M | -3.3% | +14.4% | -17.6% | -5.1% |
| YTD | +6.0% | +33.9% | -27.9% | +2.2% |
| 1Y | -3.7% | +65.1% | -68.7% | -9.4% |
| 3Y | +59.1% | +49.0% | +10.1% | +47.4% |
| 5Y | +89.0% | +30.3% | +58.7% | +74.2% |
| 10Y | +412.5% | +481.1% | -68.6% | +280.3% |
| All | +967.3% | +868.1% | +99.2% | +631.7% |
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