+67.7%
FERG vs RRC
+60.0%
+7.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +9.7% | +6.4% | +3.4% | +8.9% |
| 30D | +15.0% | +23.9% | -8.8% | +11.7% |
| 3M | +3.8% | +30.2% | -26.4% | -0.1% |
| 6M | +10.6% | +26.3% | -15.6% | +6.9% |
| YTD | +17.0% | +48.1% | -31.1% | +8.9% |
| 1Y | +7.1% | +37.7% | -30.6% | +1.1% |
| 3Y | +67.7% | +60.3% | +7.5% | +49.8% |
| All | +67.7% | +60.0% | +7.8% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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