+424.2%
FERG vs RIG
-46.1%
+470.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.5% |
| 7D | +9.7% | +5.7% | +4.0% | +9.5% |
| 30D | +15.0% | -0.7% | +15.8% | +15.0% |
| 3M | +3.8% | -3.1% | +6.9% | +3.7% |
| 6M | +10.6% | -16.3% | +26.9% | +11.1% |
| YTD | +17.0% | +34.1% | -17.2% | +14.9% |
| 1Y | +7.1% | +38.2% | -31.1% | +5.0% |
| 3Y | +67.7% | -15.3% | +83.0% | +64.9% |
| 5Y | +76.4% | +62.5% | +14.0% | +70.8% |
| All | +424.2% | -46.1% | +470.3% | +447.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling