+235.5%
FFIV vs RRX
+216.7%
+18.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | +1.6% | -3.7% | +5.4% | +2.8% |
| 30D | -3.7% | -9.3% | +5.5% | -0.7% |
| 3M | +2.0% | -21.8% | +23.8% | +8.8% |
| 6M | +39.3% | -22.0% | +61.3% | +46.2% |
| YTD | +56.1% | +11.9% | +44.2% | +42.0% |
| 1Y | +22.0% | +11.6% | +10.4% | +10.5% |
| 3Y | +148.2% | +2.2% | +146.0% | +120.2% |
| 5Y | +96.3% | +14.9% | +81.5% | +61.4% |
| All | +235.5% | +216.7% | +18.8% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling