+1,516.3%
FERG vs ROP
+908.1%
+608.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | +8.2% | -2.7% | +10.8% | +8.7% |
| 30D | +14.4% | +29.7% | -15.3% | +9.1% |
| 3M | +4.3% | +21.2% | -16.9% | +0.6% |
| 6M | +7.9% | +48.3% | -40.4% | -0.1% |
| YTD | +16.3% | +8.4% | +7.9% | +13.9% |
| 1Y | +2.2% | +6.0% | -3.7% | +0.6% |
| 3Y | +67.3% | -5.6% | +72.9% | +68.7% |
| 5Y | +75.3% | +1.3% | +74.1% | +73.3% |
| 10Y | +421.0% | +184.1% | +236.9% | +385.5% |
| All | +1,516.3% | +908.1% | +608.2% | +1,402.6% |
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