+1,548.3%
FERG vs RBA
+489.8%
+1,058.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.4% | +8.8% | +10.9% |
| 7D | +7.3% | +2.5% | +4.8% | +7.0% |
| 30D | +18.1% | +11.6% | +6.6% | +16.4% |
| 3M | +1.6% | +1.5% | +0.1% | +1.4% |
| 6M | +8.5% | -6.6% | +15.2% | +9.2% |
| YTD | +18.6% | -6.3% | +24.8% | +19.1% |
| 1Y | +5.7% | -4.0% | +9.7% | +5.9% |
| 3Y | +74.0% | +47.3% | +26.7% | +66.3% |
| 5Y | +83.9% | +47.7% | +36.2% | +73.9% |
| 10Y | +494.6% | +224.7% | +269.9% | +441.4% |
| All | +1,548.3% | +489.8% | +1,058.5% | +1,464.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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