+53.9%
RGTI vs FFIV
+93.6%
-39.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -7.0% |
| 7D | +2.5% | +3.5% | -1.0% | -0.8% |
| 30D | -13.7% | -1.3% | -12.3% | -13.0% |
| 3M | -22.6% | +2.4% | -25.0% | -24.1% |
| 6M | -13.4% | +41.8% | -55.2% | -36.1% |
| YTD | -31.2% | +58.5% | -89.7% | -54.0% |
| 1Y | -7.6% | +24.3% | -32.0% | -23.6% |
| 3Y | +669.7% | +152.0% | +517.7% | +274.7% |
| 5Y | +57.0% | +99.1% | -42.1% | -21.7% |
| All | +53.9% | +93.6% | -39.7% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling