+349.9%
FFIV vs RNG
+327.7%
+22.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.3% |
| 7D | -1.0% | +5.8% | -6.7% | -2.0% |
| 30D | -5.1% | +19.6% | -24.7% | -8.3% |
| 3M | -4.5% | +67.0% | -71.5% | -14.0% |
| 6M | +36.5% | +88.4% | -51.9% | +19.1% |
| YTD | +53.0% | +155.5% | -102.5% | +24.1% |
| 1Y | +24.2% | +141.7% | -117.5% | +1.5% |
| 3Y | +137.2% | +131.1% | +6.1% | +88.2% |
| 5Y | +91.8% | -70.6% | +162.4% | +105.5% |
| 10Y | +215.2% | +228.2% | -13.0% | +87.0% |
| All | +349.9% | +327.7% | +22.1% | +149.7% |
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