+126.7%
FFIV vs RRC
+72.2%
+54.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -2.9% | -0.5% | -2.5% | -2.9% |
| 30D | -32.4% | +25.2% | -57.6% | -34.2% |
| 3M | -22.7% | +27.8% | -50.5% | -24.9% |
| 6M | -10.7% | +27.2% | -37.9% | -13.3% |
| YTD | +25.4% | +48.2% | -22.8% | +19.4% |
| 1Y | +34.2% | +34.7% | -0.5% | +29.0% |
| 3Y | +101.2% | +62.2% | +39.0% | +88.4% |
| 5Y | +42.0% | +130.9% | -89.0% | +25.9% |
| 10Y | +126.7% | +73.4% | +53.3% | +76.7% |
| All | +126.7% | +72.2% | +54.5% | +76.7% |
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