+5,150.0%
FFIV vs RGEN
+5,605.5%
-455.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.0% | -4.9% | +4.0% | -0.3% |
| 30D | -5.1% | +5.7% | -10.8% | -5.9% |
| 3M | -4.5% | +32.4% | -36.9% | -8.6% |
| 6M | +36.5% | +33.2% | +3.3% | +29.8% |
| YTD | +53.0% | +2.3% | +50.7% | +50.9% |
| 1Y | +24.2% | +39.0% | -14.8% | +17.1% |
| 3Y | +137.2% | -4.6% | +141.8% | +129.4% |
| 5Y | +91.8% | -42.7% | +134.5% | +93.1% |
| 10Y | +215.2% | +433.6% | -218.4% | +129.7% |
| All | +5,150.0% | +5,605.5% | -455.5% | +4,359.0% |
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 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