+73.9%
RIG vs FFIV
+26.0%
+47.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.1% | -2.3% |
| 7D | -3.1% | +5.4% | -8.5% | -4.1% |
| 30D | -0.5% | -2.7% | +2.1% | +0.1% |
| 3M | -6.0% | +4.5% | -10.5% | -7.5% |
| 6M | -10.1% | +42.2% | -52.3% | -18.1% |
| YTD | +37.3% | +61.3% | -24.0% | +21.3% |
| 1Y | +73.9% | +23.0% | +50.9% | +66.4% |
| All | +73.9% | +26.0% | +47.9% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling