+1,335.0%
FERG vs ROK
+1,160.9%
+174.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +3.4% | +2.8% | +0.6% | +2.9% |
| 30D | -11.5% | -2.4% | -9.1% | -11.2% |
| 3M | +1.3% | -4.7% | +6.0% | +2.0% |
| 6M | -1.0% | +16.8% | -17.7% | -3.9% |
| YTD | +3.2% | +11.4% | -8.1% | +0.9% |
| 1Y | -3.0% | +26.2% | -29.1% | -7.1% |
| 3Y | +55.0% | +51.9% | +3.2% | +42.6% |
| 5Y | +72.6% | +46.4% | +26.3% | +57.0% |
| 10Y | +358.9% | +343.5% | +15.4% | +298.6% |
| All | +1,335.0% | +1,160.9% | +174.1% | +1,119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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