+72.6%
FERG vs RL
+241.4%
-168.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +3.4% | +1.9% | +1.5% | +2.7% |
| 30D | -11.5% | -12.2% | +0.7% | -7.4% |
| 3M | +1.3% | -6.6% | +7.9% | +3.4% |
| 6M | -1.0% | +3.2% | -4.1% | -3.0% |
| YTD | +3.2% | -1.3% | +4.5% | +2.5% |
| 1Y | -3.0% | +13.6% | -16.5% | -8.4% |
| 3Y | +55.0% | +210.9% | -155.8% | -0.7% |
| 5Y | +72.6% | +246.9% | -174.2% | +2.6% |
| All | +72.6% | +241.4% | -168.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling