+126.9%
FFIV vs RL
+369.1%
-242.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -4.2% | +1.3% | -5.5% | -4.6% |
| 30D | -33.9% | +7.6% | -41.5% | -35.3% |
| 3M | -22.6% | -1.5% | -21.1% | -22.5% |
| 6M | -10.4% | +12.1% | -22.4% | -14.2% |
| YTD | +24.3% | +13.9% | +10.4% | +17.6% |
| 1Y | +31.8% | +20.7% | +11.1% | +22.5% |
| 3Y | +99.5% | +260.6% | -161.1% | +31.8% |
| 5Y | +40.7% | +248.9% | -208.1% | -8.5% |
| 10Y | +126.9% | +355.9% | -229.0% | +33.9% |
| All | +126.9% | +369.1% | -242.2% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling