+126.6%
FFIV vs RRC
+63.1%
+63.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | -2.1% | -10.3% | +8.2% | -0.9% |
| 30D | -33.8% | +19.5% | -53.2% | -35.1% |
| 3M | -20.6% | +27.9% | -48.5% | -22.9% |
| 6M | -10.2% | +21.2% | -31.4% | -12.4% |
| YTD | +24.5% | +39.6% | -15.1% | +19.4% |
| 1Y | +29.3% | +31.3% | -2.0% | +24.7% |
| 3Y | +103.8% | +51.9% | +51.8% | +92.2% |
| 5Y | +40.9% | +110.2% | -69.3% | +26.1% |
| 10Y | +126.6% | +56.7% | +69.9% | +78.8% |
| All | +126.6% | +63.1% | +63.5% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling