+126.9%
FFIV vs RGEN
+457.6%
-330.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.4% |
| 7D | -4.2% | -2.4% | -1.8% | -3.7% |
| 30D | -33.9% | +0.1% | -33.9% | -34.0% |
| 3M | -22.6% | +6.6% | -29.2% | -24.0% |
| 6M | -10.4% | +40.9% | -51.3% | -17.6% |
| YTD | +24.3% | +6.2% | +18.1% | +20.5% |
| 1Y | +31.8% | +19.4% | +12.3% | +24.5% |
| 3Y | +99.5% | +17.9% | +81.6% | +81.8% |
| 5Y | +40.7% | -34.0% | +74.8% | +37.5% |
| 10Y | +126.9% | +453.9% | -327.0% | +42.6% |
| All | +126.9% | +457.6% | -330.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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