+72.6%
FERG vs ROP
-14.2%
+86.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | +0.3% |
| 7D | +3.4% | -5.4% | +8.8% | +5.9% |
| 30D | -11.5% | -1.6% | -9.9% | -11.0% |
| 3M | +1.3% | +18.8% | -17.6% | -7.7% |
| 6M | -1.0% | +8.2% | -9.2% | -5.7% |
| YTD | +3.2% | -10.5% | +13.7% | +9.2% |
| 1Y | -3.0% | -23.7% | +20.8% | +13.3% |
| 3Y | +55.0% | -17.9% | +72.9% | +70.0% |
| 5Y | +72.6% | -15.3% | +88.0% | +77.1% |
| All | +72.6% | -14.2% | +86.8% | +77.1% |
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