+1,577.3%
FERG vs RCL
+1,480.2%
+97.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.3% | +2.1% |
| 7D | +6.4% | +0.6% | +5.8% | +6.4% |
| 30D | +19.9% | +19.4% | +0.5% | +18.1% |
| 3M | +5.6% | +9.8% | -4.2% | +4.6% |
| 6M | +9.2% | +28.6% | -19.4% | +6.7% |
| YTD | +20.6% | +22.2% | -1.5% | +18.0% |
| 1Y | +5.7% | +29.7% | -24.0% | +2.9% |
| 3Y | +73.6% | +265.3% | -191.7% | +57.1% |
| 5Y | +86.2% | +301.8% | -215.5% | +63.6% |
| 10Y | +440.7% | +360.5% | +80.2% | +385.3% |
| All | +1,577.3% | +1,480.2% | +97.0% | +1,369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling