+29.4%
FFIV vs RRC
+36.3%
-6.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.7% |
| 7D | -0.5% | +6.4% | -6.9% | -0.8% |
| 30D | -32.4% | +23.9% | -56.3% | -32.5% |
| 3M | -25.7% | +30.2% | -55.9% | -25.8% |
| 6M | -13.5% | +26.3% | -39.8% | -13.3% |
| YTD | +21.1% | +48.1% | -27.0% | +22.6% |
| 1Y | +29.4% | +37.7% | -8.3% | +30.2% |
| All | +29.4% | +36.3% | -6.9% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling