+126.7%
FFIV vs RL
+347.1%
-220.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.2% |
| 7D | -2.9% | -4.4% | +1.4% | -1.7% |
| 30D | -32.4% | +5.6% | -38.0% | -33.5% |
| 3M | -22.7% | -0.6% | -22.1% | -22.8% |
| 6M | -10.7% | +15.5% | -26.1% | -15.2% |
| YTD | +25.4% | +12.3% | +13.0% | +19.1% |
| 1Y | +34.2% | +19.3% | +14.9% | +25.1% |
| 3Y | +101.2% | +255.5% | -154.3% | +33.4% |
| 5Y | +42.0% | +247.1% | -205.1% | -7.5% |
| 10Y | +126.7% | +346.0% | -219.3% | +34.4% |
| All | +126.7% | +347.1% | -220.4% | +34.4% |
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