+103.1%
FERG vs RDW
-0.7%
+103.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -2.6% | +0.9% | -3.4% | -2.7% |
| 30D | -8.9% | -21.3% | +12.4% | -7.2% |
| 3M | -2.0% | -37.9% | +35.8% | +0.9% |
| 6M | -3.2% | +12.3% | -15.5% | -7.0% |
| YTD | +1.5% | +39.7% | -38.2% | -5.9% |
| 1Y | +0.5% | +25.7% | -25.2% | -7.1% |
| 3Y | +50.4% | +230.8% | -180.4% | +19.5% |
| 5Y | +68.7% | -8.8% | +77.5% | +35.3% |
| All | +103.1% | -0.7% | +103.9% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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