+25.3%
FFIV vs RBA
-3.3%
+28.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -8.1% | +4.3% | -12.4% | -8.8% |
| 30D | -33.4% | +16.3% | -49.7% | -35.4% |
| 3M | -24.7% | +1.3% | -26.1% | -25.1% |
| 6M | -8.8% | -11.1% | +2.2% | -7.8% |
| YTD | +21.8% | -8.5% | +30.2% | +22.8% |
| 1Y | +25.3% | -2.1% | +27.4% | +25.3% |
| All | +25.3% | -3.3% | +28.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling