+99.1%
FFIV vs RNG
-70.2%
+169.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.6% | +4.0% |
| 7D | +3.5% | -4.1% | +7.5% | +4.2% |
| 30D | -1.3% | +8.6% | -10.0% | -2.9% |
| 3M | +2.4% | +78.0% | -75.6% | -8.8% |
| 6M | +41.8% | +67.0% | -25.2% | +26.7% |
| YTD | +58.5% | +142.4% | -83.9% | +29.9% |
| 1Y | +24.3% | +120.4% | -96.1% | +3.5% |
| 3Y | +152.0% | +122.1% | +29.9% | +101.2% |
| 5Y | +99.1% | -69.8% | +169.0% | +105.2% |
| All | +99.1% | -70.2% | +169.3% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling