+424.2%
FERG vs ROL
+221.5%
+202.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.2% |
| 7D | +9.7% | +3.0% | +6.8% | +9.2% |
| 30D | +15.0% | +19.8% | -4.7% | +11.6% |
| 3M | +3.8% | +7.9% | -4.2% | +2.3% |
| 6M | +10.6% | -25.6% | +36.3% | +15.8% |
| YTD | +17.0% | -34.1% | +51.1% | +24.8% |
| 1Y | +7.1% | -31.4% | +38.5% | +13.5% |
| 3Y | +67.7% | +4.7% | +63.1% | +65.4% |
| 5Y | +76.4% | +15.6% | +60.8% | +70.3% |
| All | +424.2% | +221.5% | +202.7% | +366.2% |
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