+117.8%
FFIV vs RL
+337.1%
-219.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | -0.5% | +2.6% | -3.1% | -1.3% |
| 30D | -32.4% | +2.9% | -35.3% | -33.0% |
| 3M | -25.7% | 0.0% | -25.7% | -25.9% |
| 6M | -13.5% | +17.1% | -30.6% | -18.2% |
| YTD | +21.1% | +10.1% | +11.0% | +15.7% |
| 1Y | +29.4% | +17.3% | +12.1% | +21.2% |
| 3Y | +94.9% | +249.3% | -154.4% | +29.9% |
| 5Y | +34.7% | +240.9% | -206.2% | -11.8% |
| All | +117.8% | +337.1% | -219.3% | +31.8% |
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 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