+32.0%
FFIV vs RL
+22.3%
+9.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -33.8% | +7.3% | -41.1% | -34.1% |
| 3M | -20.6% | +1.0% | -21.7% | -20.2% |
| 6M | -10.2% | +11.8% | -22.0% | -10.8% |
| YTD | +24.5% | +13.6% | +10.9% | +22.1% |
| All | +32.0% | +22.3% | +9.7% | +27.0% |
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