+8.9%
FERG vs RBRK
+124.5%
-115.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.0% |
| 7D | -2.6% | -7.5% | +4.9% | -1.8% |
| 30D | -8.9% | -10.4% | +1.5% | -8.1% |
| 3M | -2.0% | +21.3% | -23.3% | -4.2% |
| 6M | -3.2% | +50.6% | -53.8% | -7.9% |
| YTD | +1.5% | +13.3% | -11.8% | -0.8% |
| 1Y | +0.5% | +11.2% | -10.8% | -2.1% |
| All | +8.9% | +124.5% | -115.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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