+225.5%
FFIV vs RRC
+7.9%
+217.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -2.7% | +9.4% | -12.1% | -3.6% |
| 3M | -1.7% | +7.4% | -9.0% | -2.6% |
| 6M | +36.1% | +1.5% | +34.7% | +35.6% |
| YTD | +52.6% | +19.4% | +33.2% | +49.2% |
| 1Y | +21.5% | +24.2% | -2.7% | +18.1% |
| 3Y | +142.7% | +32.8% | +109.9% | +132.5% |
| 5Y | +92.6% | +152.9% | -60.3% | +70.2% |
| 10Y | +225.5% | +3.9% | +221.6% | +167.9% |
| All | +225.5% | +7.9% | +217.6% | +167.9% |
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