-47.9%
RIG vs FFIV
+118.6%
-166.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +5.6% |
| 7D | +5.7% | -0.5% | +6.3% | +5.9% |
| 30D | -0.7% | -32.4% | +31.7% | +19.7% |
| 3M | -3.1% | -25.7% | +22.5% | +9.4% |
| 6M | -16.3% | -13.5% | -2.8% | -14.5% |
| YTD | +34.1% | +21.1% | +13.0% | +9.5% |
| 1Y | +38.2% | +29.4% | +8.7% | +7.8% |
| 3Y | -15.3% | +94.9% | -110.2% | -51.2% |
| 5Y | +62.5% | +34.7% | +27.7% | +15.4% |
| All | -47.9% | +118.6% | -166.5% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling