+0.5%
FERG vs RIG
+83.2%
-82.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -1.0% | -4.2% | +3.1% | -0.7% |
| 30D | -11.8% | -0.7% | -11.1% | -11.8% |
| 3M | -1.2% | -4.0% | +2.8% | -1.1% |
| 6M | -2.3% | -6.3% | +4.0% | -3.1% |
| YTD | +0.8% | +39.7% | -38.9% | -7.2% |
| 1Y | +0.5% | +78.1% | -77.6% | -11.2% |
| All | +0.5% | +83.2% | -82.7% | -11.2% |
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