+55.0%
FERG vs ROL
+1.0%
+54.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.4% |
| 7D | +3.4% | -3.4% | +6.8% | +4.2% |
| 30D | -11.5% | -6.9% | -4.6% | -10.1% |
| 3M | +1.3% | -24.6% | +25.9% | +7.6% |
| 6M | -1.0% | -39.5% | +38.6% | +10.9% |
| YTD | +3.2% | -41.1% | +44.3% | +16.0% |
| 1Y | -3.0% | -37.9% | +35.0% | +7.9% |
| 3Y | +55.0% | +0.8% | +54.2% | +49.7% |
| All | +55.0% | +1.0% | +54.0% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling