+1,348.4%
FERG vs RRC
-12.7%
+1,361.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.3% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -10.2% | +10.1% | -20.3% | -10.4% |
| 3M | -0.6% | +4.0% | -4.6% | -0.7% |
| 6M | -6.5% | +1.6% | -8.1% | -6.7% |
| YTD | +4.2% | +19.7% | -15.5% | +3.4% |
| 1Y | -2.3% | +21.4% | -23.7% | -3.0% |
| 3Y | +48.5% | +29.7% | +18.8% | +46.8% |
| 5Y | +72.0% | +153.9% | -81.8% | +68.6% |
| 10Y | +369.9% | +10.8% | +359.1% | +384.4% |
| All | +1,348.4% | -12.7% | +1,361.1% | +1,397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling