+1,348.4%
FERG vs ROP
+757.0%
+591.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.6% | +5.9% | +3.0% |
| 7D | 0.0% | -4.4% | +4.4% | +0.7% |
| 30D | -10.2% | +3.2% | -13.4% | -10.7% |
| 3M | -0.6% | +23.1% | -23.6% | -4.5% |
| 6M | -6.5% | +13.3% | -19.8% | -9.1% |
| YTD | +4.2% | -7.9% | +12.0% | +5.2% |
| 1Y | -2.3% | -22.1% | +19.8% | +1.9% |
| 3Y | +48.5% | -16.8% | +65.3% | +53.5% |
| 5Y | +72.0% | -13.5% | +85.5% | +75.1% |
| 10Y | +369.9% | +137.7% | +232.2% | +351.6% |
| All | +1,348.4% | +757.0% | +591.4% | +1,287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling