+5,150.0%
FFIV vs RRC
+1,439.0%
+3,711.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -5.1% | +10.1% | -15.2% | -6.7% |
| 3M | -4.5% | +4.0% | -8.5% | -5.4% |
| 6M | +36.5% | +1.6% | +34.9% | +35.5% |
| YTD | +53.0% | +19.7% | +33.3% | +47.2% |
| 1Y | +24.2% | +21.4% | +2.8% | +18.9% |
| 3Y | +137.2% | +29.7% | +107.5% | +121.2% |
| 5Y | +91.8% | +153.9% | -62.1% | +51.3% |
| 10Y | +215.2% | +10.8% | +204.4% | +146.9% |
| All | +5,150.0% | +1,439.0% | +3,711.1% | +2,464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling