+39.3%
FFIV vs RRC
+110.6%
-71.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -8.1% | -10.8% | +2.7% | -6.5% |
| 30D | -33.4% | +22.3% | -55.7% | -35.7% |
| 3M | -24.7% | +26.6% | -51.4% | -27.8% |
| 6M | -8.8% | +18.9% | -27.8% | -11.8% |
| YTD | +21.8% | +39.2% | -17.4% | +14.3% |
| 1Y | +25.3% | +34.0% | -8.7% | +18.2% |
| 3Y | +101.2% | +42.0% | +59.1% | +85.8% |
| All | +39.3% | +110.6% | -71.4% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling