+256.2%
FFIV vs RNG
+340.1%
-84.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -0.5% | +4.6% | -5.2% | -1.4% |
| 30D | -32.4% | +0.4% | -32.8% | -32.5% |
| 3M | -25.7% | +11.4% | -37.1% | -27.3% |
| 6M | -13.5% | +95.7% | -109.2% | -24.7% |
| YTD | +21.1% | +162.9% | -141.8% | -2.5% |
| 1Y | +29.4% | +180.3% | -150.8% | +2.9% |
| 3Y | +94.9% | +188.3% | -93.5% | +48.6% |
| 5Y | +34.7% | -72.5% | +107.2% | +46.8% |
| 10Y | +119.0% | +236.7% | -117.7% | +29.5% |
| All | +256.2% | +340.1% | -84.0% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling