+137.2%
FFIV vs RL
+212.5%
-75.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -5.1% | -7.8% | +2.7% | -3.1% |
| 3M | -4.5% | -4.0% | -0.5% | -3.9% |
| 6M | +36.5% | -1.9% | +38.4% | +35.2% |
| YTD | +53.0% | -0.2% | +53.1% | +50.4% |
| 1Y | +24.2% | +10.7% | +13.5% | +17.8% |
| All | +137.2% | +212.5% | -75.2% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling