+5,150.0%
FFIV vs RRX
+948.0%
+4,202.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | +3.4% | -4.4% | -2.5% |
| 30D | -5.1% | -11.1% | +6.1% | +0.1% |
| 3M | -4.5% | -23.7% | +19.3% | +5.8% |
| 6M | +36.5% | -22.0% | +58.5% | +45.4% |
| YTD | +53.0% | +16.5% | +36.5% | +32.4% |
| 1Y | +24.2% | +11.5% | +12.7% | +8.9% |
| 3Y | +137.2% | +1.5% | +135.7% | +100.7% |
| 5Y | +91.8% | +18.3% | +73.5% | +44.1% |
| 10Y | +215.2% | +209.8% | +5.4% | +27.0% |
| All | +5,150.0% | +948.0% | +4,202.0% | +577.2% |
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 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