+78.0%
FERG vs ROP
+1.9%
+76.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +9.7% | +0.7% | +9.0% | +9.4% |
| 30D | +15.0% | +28.8% | -13.7% | +3.0% |
| 3M | +3.8% | +21.1% | -17.3% | -4.9% |
| 6M | +10.6% | +52.5% | -41.9% | -10.4% |
| YTD | +17.0% | +8.9% | +8.1% | +13.6% |
| 1Y | +7.1% | +8.2% | -1.1% | +4.4% |
| 3Y | +67.7% | -5.2% | +72.9% | +74.9% |
| All | +78.0% | +1.9% | +76.1% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling