+126.6%
FFIV vs RL
+397.7%
-271.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +0.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -33.8% | +7.3% | -41.1% | -35.1% |
| 3M | -20.6% | +1.0% | -21.7% | -21.1% |
| 6M | -10.2% | +11.8% | -22.0% | -14.0% |
| YTD | +24.5% | +13.6% | +10.9% | +17.9% |
| 1Y | +29.3% | +24.0% | +5.3% | +19.1% |
| 3Y | +103.8% | +256.6% | -152.8% | +35.1% |
| 5Y | +40.9% | +240.2% | -199.4% | -7.8% |
| 10Y | +126.6% | +373.0% | -246.4% | +32.1% |
| All | +126.6% | +397.7% | -271.1% | +32.1% |
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