+142.7%
FFIV vs RNG
+120.7%
+22.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.1% | +0.4% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | -2.7% | +11.4% | -14.0% | -4.4% |
| 3M | -1.7% | +72.1% | -73.7% | -10.5% |
| 6M | +36.1% | +67.9% | -31.8% | +23.4% |
| YTD | +52.6% | +144.3% | -91.7% | +28.3% |
| 1Y | +21.5% | +117.5% | -96.0% | +4.1% |
| 3Y | +142.7% | +123.9% | +18.8% | +98.1% |
| All | +142.7% | +120.7% | +22.0% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling