+36.6%
FFIV vs RL
+34.3%
+2.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.8% |
| 7D | -9.8% | +5.8% | -15.6% | -10.2% |
| 30D | -28.1% | +12.7% | -40.8% | -28.7% |
| 3M | -20.0% | +9.3% | -29.4% | -20.3% |
| 6M | -0.1% | +16.9% | -17.0% | -1.2% |
| YTD | +29.2% | +17.5% | +11.7% | +26.7% |
| 1Y | +36.6% | +34.6% | +2.0% | +28.8% |
| All | +36.6% | +34.3% | +2.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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