+3.1%
FERG vs RIG
+43.0%
-40.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.6% | +10.3% | +2.8% |
| 7D | +7.7% | -18.8% | +26.5% | +8.1% |
| 30D | +11.5% | -1.1% | +12.6% | +11.1% |
| 3M | -2.4% | +4.4% | -6.8% | -3.2% |
| 6M | -4.0% | -20.8% | +16.8% | -3.0% |
| YTD | +13.4% | +32.0% | -18.6% | +1.5% |
| 1Y | +3.1% | +39.7% | -36.7% | -9.9% |
| All | +3.1% | +43.0% | -40.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling