+92.9%
FFIV vs RL
+238.1%
-145.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -5.1% | -7.8% | +2.7% | -2.7% |
| 3M | -4.5% | -4.0% | -0.5% | -3.8% |
| 6M | +36.5% | -1.9% | +38.4% | +35.0% |
| YTD | +53.0% | -0.2% | +53.1% | +50.0% |
| 1Y | +24.2% | +10.7% | +13.5% | +17.1% |
| 3Y | +137.2% | +210.8% | -73.6% | +50.3% |
| All | +92.9% | +238.1% | -145.2% | +11.2% |
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