+4,079.4%
FFIV vs RGEN
+5,806.0%
-1,726.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.7% |
| 7D | -8.1% | -1.9% | -6.2% | -7.9% |
| 30D | -33.4% | +3.7% | -37.1% | -33.8% |
| 3M | -24.7% | +8.8% | -33.6% | -25.9% |
| 6M | -8.8% | +38.0% | -46.8% | -13.8% |
| YTD | +21.8% | +5.9% | +15.9% | +19.2% |
| 1Y | +25.3% | +19.7% | +5.6% | +20.4% |
| 3Y | +101.2% | +20.5% | +80.6% | +88.7% |
| 5Y | +40.2% | -35.0% | +75.2% | +38.7% |
| 10Y | +129.0% | +540.9% | -411.9% | +62.8% |
| All | +4,079.4% | +5,806.0% | -1,726.7% | +3,420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling