+1,348.4%
FERG vs RCL
+1,142.9%
+205.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.3% |
| 7D | 0.0% | -5.1% | +5.1% | +0.4% |
| 30D | -10.2% | -19.0% | +8.8% | -8.5% |
| 3M | -0.6% | -9.6% | +9.0% | +0.2% |
| 6M | -6.5% | -6.7% | +0.2% | -6.1% |
| YTD | +4.2% | -3.9% | +8.1% | +4.2% |
| 1Y | -2.3% | -25.1% | +22.8% | -0.4% |
| 3Y | +48.5% | +179.1% | -130.6% | +37.6% |
| 5Y | +72.0% | +243.3% | -171.3% | +54.2% |
| 10Y | +369.9% | +325.8% | +44.1% | +328.2% |
| All | +1,348.4% | +1,142.9% | +205.5% | +1,197.2% |
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 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