+4,056.5%
FFIV vs RRX
+1,037.8%
+3,018.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.6% |
| 7D | -0.5% | +4.3% | -4.9% | -2.5% |
| 30D | -32.4% | +12.3% | -44.7% | -36.5% |
| 3M | -25.7% | +3.7% | -29.3% | -27.8% |
| 6M | -13.5% | -13.9% | +0.4% | -10.8% |
| YTD | +21.1% | +26.5% | -5.3% | -0.2% |
| 1Y | +29.4% | +29.3% | +0.1% | +5.2% |
| 3Y | +94.9% | +65.6% | +29.3% | +29.4% |
| 5Y | +34.7% | +10.6% | +24.1% | +4.7% |
| 10Y | +119.0% | +202.9% | -83.9% | -10.4% |
| All | +4,056.5% | +1,037.8% | +3,018.8% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling