+484.8%
RTX vs FIVE
+868.1%
-383.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.6% |
| 7D | -5.2% | +4.3% | -9.4% | -5.9% |
| 30D | -9.4% | +12.5% | -21.9% | -11.5% |
| 3M | +12.3% | +31.2% | -18.9% | +6.4% |
| 6M | -3.1% | +14.4% | -17.5% | -6.5% |
| YTD | +10.7% | +33.9% | -23.2% | +3.6% |
| 1Y | +28.4% | +65.1% | -36.6% | +15.1% |
| 3Y | +147.1% | +49.0% | +98.1% | +115.1% |
| 5Y | +167.2% | +30.3% | +137.0% | +131.3% |
| 10Y | +274.7% | +481.1% | -206.4% | +140.3% |
| All | +484.8% | +868.1% | -383.4% | +250.2% |
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 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