-2.3%
FERG vs RMD
-14.6%
+12.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -5.0% | +4.9% | +1.1% |
| 30D | -10.2% | +2.2% | -12.4% | -10.8% |
| 3M | -0.6% | +17.8% | -18.4% | -5.5% |
| 6M | -6.5% | -11.3% | +4.8% | -2.2% |
| YTD | +4.2% | -4.4% | +8.6% | +4.0% |
| 1Y | -2.3% | -15.7% | +13.5% | +4.8% |
| All | -2.3% | -14.6% | +12.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling