+32.0%
FFIV vs RRC
+28.5%
+3.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | -2.1% | -10.3% | +8.2% | -1.7% |
| 30D | -33.8% | +19.5% | -53.2% | -33.7% |
| 3M | -20.6% | +27.9% | -48.5% | -20.4% |
| 6M | -10.2% | +21.2% | -31.4% | -9.8% |
| YTD | +24.5% | +39.6% | -15.1% | +26.6% |
| All | +32.0% | +28.5% | +3.4% | +33.4% |
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