-73.6%
RIG vs FFIV
+7,518.9%
-7,592.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +0.9% | -1.0% | +1.8% | +1.0% |
| 30D | +13.8% | -5.1% | +18.9% | +14.6% |
| 3M | -6.4% | -4.5% | -1.9% | -6.0% |
| 6M | -8.2% | +36.5% | -44.6% | -12.6% |
| YTD | +41.6% | +53.0% | -11.3% | +32.3% |
| 1Y | +88.7% | +24.2% | +64.5% | +81.4% |
| 3Y | -30.9% | +137.2% | -168.1% | -39.4% |
| 5Y | +57.7% | +91.8% | -34.1% | +41.8% |
| 10Y | -39.3% | +215.2% | -254.4% | -48.2% |
| All | -73.6% | +7,518.9% | -7,592.6% | -80.4% |
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 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