+38.4%
FFIV vs RBA
+46.2%
-7.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.3% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -33.3% | +6.8% | -40.1% | -34.6% |
| 3M | -24.9% | +9.5% | -34.4% | -27.0% |
| 6M | -10.5% | -8.2% | -2.3% | -9.4% |
| YTD | +24.4% | -7.7% | +32.2% | +25.4% |
| 1Y | +32.3% | -6.9% | +39.2% | +32.9% |
| 3Y | +99.7% | +61.6% | +38.1% | +71.4% |
| 5Y | +38.4% | +44.7% | -6.3% | +25.8% |
| All | +38.4% | +46.2% | -7.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling