+38.4%
FFIV vs RL
+243.2%
-204.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +1.9% | +2.4% | -0.5% | +1.1% |
| 30D | -33.3% | +4.6% | -37.9% | -34.3% |
| 3M | -24.9% | -1.1% | -23.8% | -24.8% |
| 6M | -10.5% | +16.5% | -27.0% | -16.2% |
| YTD | +24.4% | +11.4% | +13.0% | +17.2% |
| 1Y | +32.3% | +16.1% | +16.2% | +22.5% |
| 3Y | +99.7% | +252.6% | -152.9% | +16.2% |
| 5Y | +38.4% | +244.9% | -206.4% | -23.4% |
| All | +38.4% | +243.2% | -204.7% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling