+69.3%
FERG vs RRC
+154.4%
-85.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | -15.1% | +3.6% | -18.7% | -15.5% |
| 3M | -4.8% | +8.8% | -13.7% | -6.0% |
| 6M | -2.5% | +0.8% | -3.2% | -3.0% |
| YTD | +1.8% | +19.0% | -17.2% | -1.2% |
| 1Y | -0.3% | +22.9% | -23.2% | -4.0% |
| 3Y | +52.9% | +32.3% | +20.6% | +44.1% |
| 5Y | +69.3% | +151.6% | -82.3% | +45.1% |
| All | +69.3% | +154.4% | -85.1% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling