+127.8%
FFIV vs RBA
+224.6%
-96.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -8.1% | +4.3% | -12.4% | -9.3% |
| 30D | -33.4% | +16.3% | -49.7% | -36.4% |
| 3M | -24.7% | +1.3% | -26.1% | -25.3% |
| 6M | -8.8% | -11.1% | +2.2% | -6.8% |
| YTD | +21.8% | -8.5% | +30.2% | +23.1% |
| 1Y | +25.3% | -2.1% | +27.4% | +24.0% |
| 3Y | +101.2% | +44.6% | +56.6% | +76.5% |
| 5Y | +40.2% | +36.8% | +3.4% | +22.0% |
| All | +127.8% | +224.6% | -96.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling