+1,545.2%
FERG vs RL
+541.8%
+1,003.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +7.2% | +1.3% | +5.9% | +7.1% |
| 30D | +17.9% | +7.6% | +10.3% | +16.6% |
| 3M | -1.3% | -1.5% | +0.2% | -1.0% |
| 6M | +8.3% | +12.1% | -3.8% | +6.1% |
| YTD | +18.3% | +13.9% | +4.4% | +15.5% |
| 1Y | +4.7% | +20.7% | -15.9% | +1.2% |
| 3Y | +70.3% | +260.6% | -190.3% | +39.9% |
| 5Y | +84.6% | +248.9% | -164.2% | +50.3% |
| 10Y | +430.3% | +355.9% | +74.4% | +311.3% |
| All | +1,545.2% | +541.8% | +1,003.4% | +1,161.8% |
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