+256.1%
RTX vs FIVN
+243.6%
+12.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.3% |
| 7D | +4.8% | -2.8% | +7.6% | +5.0% |
| 30D | +6.5% | -17.4% | +23.9% | +7.6% |
| 3M | -9.6% | -19.2% | +9.5% | -8.8% |
| 6M | +12.3% | +29.4% | -17.0% | +9.3% |
| YTD | +9.5% | +36.3% | -26.8% | +5.2% |
| 1Y | +15.8% | +33.5% | -17.6% | +11.4% |
| 3Y | +157.0% | -56.8% | +213.8% | +165.0% |
| 5Y | +148.8% | -83.0% | +231.8% | +170.1% |
| 10Y | +264.0% | +87.3% | +176.8% | +204.6% |
| All | +256.1% | +243.6% | +12.4% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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