+33.2%
FFIV vs RNG
+174.3%
-141.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.5% |
| 7D | -2.9% | -3.5% | +0.6% | -2.5% |
| 30D | -32.4% | -3.8% | -28.6% | -32.0% |
| 3M | -22.7% | +18.6% | -41.3% | -24.1% |
| 6M | -10.7% | +69.2% | -79.9% | -16.3% |
| YTD | +25.4% | +161.9% | -136.5% | +11.0% |
| All | +33.2% | +174.3% | -141.1% | +13.0% |
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