+1,348.4%
FERG vs ROL
+1,075.4%
+273.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -10.2% | -4.1% | -6.1% | -9.7% |
| 3M | -0.6% | -22.5% | +21.9% | +2.5% |
| 6M | -6.5% | -37.7% | +31.1% | -1.0% |
| YTD | +4.2% | -39.6% | +43.8% | +10.6% |
| 1Y | -2.3% | -36.0% | +33.8% | +3.0% |
| 3Y | +48.5% | -5.1% | +53.6% | +49.1% |
| 5Y | +72.0% | -3.4% | +75.4% | +71.0% |
| 10Y | +369.9% | +215.2% | +154.6% | +332.5% |
| All | +1,348.4% | +1,075.4% | +273.1% | +1,113.6% |
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