+1,545.2%
FERG vs ROL
+1,165.8%
+379.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +7.2% | +3.4% | +3.8% | +6.8% |
| 30D | +17.9% | +20.8% | -2.9% | +15.1% |
| 3M | -1.3% | +3.7% | -5.0% | -1.8% |
| 6M | +8.3% | -27.7% | +36.0% | +12.5% |
| YTD | +18.3% | -34.9% | +53.3% | +24.4% |
| 1Y | +4.7% | -33.3% | +38.0% | +9.8% |
| 3Y | +70.3% | +4.3% | +66.0% | +68.9% |
| 5Y | +84.6% | +15.0% | +69.7% | +80.6% |
| 10Y | +430.3% | +214.7% | +215.6% | +385.3% |
| All | +1,545.2% | +1,165.8% | +379.4% | +1,264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling