+3.1%
FERG vs ROL
-34.1%
+37.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.0% |
| 7D | +7.7% | +14.6% | -6.9% | +4.3% |
| 30D | +11.5% | +29.3% | -17.8% | +4.9% |
| 3M | -2.4% | +2.0% | -4.4% | -2.9% |
| 6M | -4.0% | -28.5% | +24.6% | +5.3% |
| YTD | +13.4% | -35.3% | +48.7% | +22.0% |
| 1Y | +3.1% | -34.7% | +37.8% | +10.3% |
| All | +3.1% | -34.1% | +37.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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