+1,348.4%
FERG vs RL
+462.5%
+885.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -10.2% | -7.8% | -2.4% | -9.0% |
| 3M | -0.6% | -4.0% | +3.4% | 0.0% |
| 6M | -6.5% | -1.9% | -4.6% | -6.5% |
| YTD | +4.2% | -0.2% | +4.3% | +3.8% |
| 1Y | -2.3% | +10.7% | -12.9% | -4.2% |
| 3Y | +48.5% | +210.8% | -162.3% | +24.8% |
| 5Y | +72.0% | +238.2% | -166.2% | +41.7% |
| 10Y | +369.9% | +313.4% | +56.5% | +271.4% |
| All | +1,348.4% | +462.5% | +885.9% | +1,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling