+66.7%
FERG vs RL
+254.6%
-187.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +8.2% | +2.4% | +5.8% | +7.4% |
| 30D | +14.4% | +4.6% | +9.8% | +12.8% |
| 3M | +4.3% | -1.1% | +5.5% | +4.7% |
| 6M | +7.9% | +16.5% | -8.7% | +1.9% |
| YTD | +16.3% | +11.4% | +4.8% | +11.0% |
| 1Y | +2.2% | +16.1% | -13.8% | -3.8% |
| All | +66.7% | +254.6% | -187.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling