+4,079.4%
FFIV vs RL
+2,497.2%
+1,582.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -8.1% | -4.2% | -4.0% | -6.8% |
| 30D | -33.4% | +4.3% | -37.7% | -34.5% |
| 3M | -24.7% | -4.6% | -20.2% | -23.8% |
| 6M | -8.8% | +1.7% | -10.6% | -10.9% |
| YTD | +21.8% | +7.3% | +14.4% | +15.7% |
| 1Y | +25.3% | +20.8% | +4.5% | +13.7% |
| 3Y | +101.2% | +247.0% | -145.8% | +19.2% |
| 5Y | +40.2% | +225.5% | -185.2% | -17.4% |
| 10Y | +129.0% | +363.0% | -234.0% | +2.4% |
| All | +4,079.4% | +2,497.2% | +1,582.2% | +748.6% |
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