+4,091.5%
FFIV vs RL
+2,533.2%
+1,558.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.3% | +1.9% | -2.8% |
| 7D | -14.2% | -4.7% | -9.6% | -12.7% |
| 30D | -33.6% | +3.6% | -37.2% | -34.5% |
| 3M | -24.2% | +0.5% | -24.8% | -24.7% |
| 6M | -8.3% | +6.6% | -14.9% | -11.9% |
| YTD | +22.1% | +8.8% | +13.3% | +15.5% |
| 1Y | +26.5% | +21.8% | +4.7% | +14.5% |
| 3Y | +102.3% | +245.8% | -143.5% | +20.0% |
| 5Y | +40.6% | +230.0% | -189.3% | -17.5% |
| 10Y | +129.7% | +369.4% | -239.8% | +2.2% |
| All | +4,091.5% | +2,533.2% | +1,558.3% | +746.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling