+99.1%
FFIV vs RRX
+16.5%
+82.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.6% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | -1.3% | -8.0% | +6.7% | +1.0% |
| 3M | +2.4% | -25.1% | +27.4% | +9.7% |
| 6M | +41.8% | -18.3% | +60.1% | +45.7% |
| YTD | +58.5% | +14.2% | +44.4% | +43.9% |
| 1Y | +24.3% | +13.0% | +11.3% | +12.7% |
| 3Y | +152.0% | +4.2% | +147.8% | +125.3% |
| 5Y | +99.1% | +17.9% | +81.2% | +68.2% |
| All | +99.1% | +16.5% | +82.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling