+69.3%
FERG vs ROL
-6.0%
+75.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +0.9% | -3.3% | +4.2% | +1.8% |
| 30D | -15.1% | -7.2% | -7.8% | -13.4% |
| 3M | -4.8% | -27.0% | +22.1% | +2.9% |
| 6M | -2.5% | -39.5% | +37.0% | +10.8% |
| YTD | +1.8% | -41.8% | +43.6% | +16.5% |
| 1Y | -0.3% | -38.9% | +38.5% | +12.5% |
| 3Y | +52.9% | -0.4% | +53.3% | +48.2% |
| 5Y | +69.3% | -4.2% | +73.5% | +58.1% |
| All | +69.3% | -6.0% | +75.3% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling