+24.3%
FFIV vs RGEN
+37.5%
-13.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +5.9% | +4.1% |
| 7D | +3.5% | -4.6% | +8.0% | +4.0% |
| 30D | -1.3% | +1.2% | -2.5% | -1.4% |
| 3M | +2.4% | +26.8% | -24.5% | -0.9% |
| 6M | +41.8% | +29.1% | +12.8% | +36.4% |
| YTD | +58.5% | +0.7% | +57.8% | +62.3% |
| 1Y | +24.3% | +39.1% | -14.7% | +19.7% |
| All | +24.3% | +37.5% | -13.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling