+29.4%
FFIV vs RNG
+176.7%
-147.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -0.5% | +4.6% | -5.2% | -1.1% |
| 30D | -32.4% | +0.4% | -32.8% | -32.4% |
| 3M | -25.7% | +11.4% | -37.1% | -26.5% |
| 6M | -13.5% | +95.7% | -109.2% | -20.2% |
| YTD | +21.1% | +162.9% | -141.8% | +7.2% |
| 1Y | +29.4% | +180.3% | -150.8% | +8.3% |
| All | +29.4% | +176.7% | -147.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling