+348.1%
FERG vs ROL
+210.1%
+138.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -11.8% | -6.6% | -5.2% | -10.8% |
| 3M | -1.2% | -27.3% | +26.1% | +3.8% |
| 6M | -2.3% | -38.1% | +35.8% | +5.3% |
| YTD | +0.8% | -41.8% | +42.5% | +9.6% |
| 1Y | +0.5% | -37.8% | +38.3% | +8.0% |
| 3Y | +51.4% | -0.3% | +51.7% | +50.9% |
| 5Y | +67.5% | -5.1% | +72.6% | +66.2% |
| All | +348.1% | +210.1% | +138.0% | +356.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling