+36.6%
FFIV vs RRX
+30.0%
+6.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.1% |
| 7D | -9.8% | +7.6% | -17.4% | -10.8% |
| 30D | -28.1% | +7.5% | -35.6% | -28.9% |
| 3M | -20.0% | -21.0% | +1.0% | -18.1% |
| 6M | -0.1% | -18.1% | +18.0% | +1.3% |
| YTD | +29.2% | +24.3% | +4.9% | +16.7% |
| 1Y | +36.6% | +29.3% | +7.3% | +21.5% |
| All | +36.6% | +30.0% | +6.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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