+646.8%
RGTI vs FFIV
+147.5%
+499.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +1.0% |
| 7D | -0.1% | +1.6% | -1.7% | -2.0% |
| 30D | -16.2% | -3.7% | -12.4% | -13.4% |
| 3M | -22.0% | +2.0% | -24.0% | -23.6% |
| 6M | -10.8% | +39.3% | -50.0% | -36.4% |
| YTD | -31.6% | +56.1% | -87.7% | -56.9% |
| 1Y | -6.4% | +22.0% | -28.3% | -23.3% |
| All | +646.8% | +147.5% | +499.3% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling