+39.3%
FFIV vs RGEN
-35.1%
+74.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.9% |
| 7D | -8.1% | -1.9% | -6.2% | -7.7% |
| 30D | -33.4% | +3.7% | -37.1% | -34.0% |
| 3M | -24.7% | +8.8% | -33.6% | -26.5% |
| 6M | -8.8% | +38.0% | -46.8% | -15.9% |
| YTD | +21.8% | +5.9% | +15.9% | +18.3% |
| 1Y | +25.3% | +19.7% | +5.6% | +18.4% |
| 3Y | +101.2% | +20.5% | +80.6% | +82.0% |
| All | +39.3% | -35.1% | +74.4% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling