+92.6%
FFIV vs RGEN
-42.7%
+135.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.5% | -0.9% | -0.7% | -1.4% |
| 30D | -2.7% | +2.8% | -5.5% | -3.3% |
| 3M | -1.7% | +34.5% | -36.1% | -8.1% |
| 6M | +36.1% | +40.5% | -4.3% | +25.1% |
| YTD | +52.6% | +2.8% | +49.8% | +49.9% |
| 1Y | +21.5% | +39.6% | -18.1% | +11.4% |
| 3Y | +142.7% | +4.4% | +138.3% | +126.6% |
| 5Y | +92.6% | -42.8% | +135.3% | +88.0% |
| All | +92.6% | -42.7% | +135.3% | +88.0% |
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