+55.0%
FERG vs ROP
-18.5%
+73.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.1% |
| 7D | +3.4% | -5.4% | +8.8% | +5.0% |
| 30D | -11.5% | -1.6% | -9.9% | -11.2% |
| 3M | +1.3% | +18.8% | -17.6% | -5.0% |
| 6M | -1.0% | +8.2% | -9.2% | -3.7% |
| YTD | +3.2% | -10.5% | +13.7% | +10.2% |
| 1Y | -3.0% | -23.7% | +20.8% | +13.5% |
| 3Y | +55.0% | -17.9% | +72.9% | +71.7% |
| All | +55.0% | -18.5% | +73.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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