+1,335.0%
FERG vs RIG
-91.7%
+1,426.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +3.4% | -2.7% | +6.1% | +3.5% |
| 30D | -11.5% | +9.5% | -21.0% | -11.8% |
| 3M | +1.3% | -6.6% | +7.9% | +1.4% |
| 6M | -1.0% | -2.9% | +1.9% | -1.1% |
| YTD | +3.2% | +39.5% | -36.3% | +1.6% |
| 1Y | -3.0% | +82.3% | -85.2% | -5.6% |
| 3Y | +55.0% | -29.6% | +84.6% | +53.5% |
| 5Y | +72.6% | +63.2% | +9.5% | +67.3% |
| 10Y | +358.9% | -45.0% | +403.9% | +356.6% |
| All | +1,335.0% | -91.7% | +1,426.7% | +1,379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling