+1,526.4%
FERG vs RIG
-92.0%
+1,618.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| YTD | +17.0% | +34.1% | -17.2% | +15.1% |
| 1Y | +7.1% | +38.2% | -31.1% | +5.2% |
| 3Y | +67.7% | -15.3% | +83.0% | +65.3% |
| 5Y | +76.4% | +62.5% | +14.0% | +70.9% |
| 10Y | +424.2% | -46.6% | +470.8% | +421.7% |
| All | +1,526.4% | -92.0% | +1,618.4% | +1,577.1% |
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