+72.6%
FERG vs RCL
+234.0%
-161.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +3.4% | -0.5% | +3.8% | +3.5% |
| 30D | -11.5% | -17.3% | +5.8% | -7.3% |
| 3M | +1.3% | -2.8% | +4.0% | +1.8% |
| 6M | -1.0% | -4.4% | +3.4% | -0.6% |
| YTD | +3.2% | -4.2% | +7.4% | +2.9% |
| 1Y | -3.0% | -23.4% | +20.4% | +1.7% |
| 3Y | +55.0% | +179.4% | -124.4% | +17.4% |
| 5Y | +72.6% | +238.8% | -166.1% | +16.2% |
| All | +72.6% | +234.0% | -161.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 5y: compounded portfolio wealth divided by compounded RCL 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…
5y analysis · Full analysis span regression · 6 months rolling