+39.3%
FFIV vs RL
+226.8%
-187.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -8.1% | -4.2% | -4.0% | -6.9% |
| 30D | -33.4% | +4.3% | -37.7% | -34.3% |
| 3M | -24.7% | -4.6% | -20.2% | -23.8% |
| 6M | -8.8% | +1.7% | -10.6% | -10.5% |
| YTD | +21.8% | +7.3% | +14.4% | +16.2% |
| 1Y | +25.3% | +20.8% | +4.5% | +14.1% |
| 3Y | +101.2% | +247.0% | -145.8% | +17.5% |
| All | +39.3% | +226.8% | -187.6% | -20.9% |
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