-2.3%
FERG vs RRX
+14.9%
-17.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | 0.0% | +3.4% | -3.5% | -0.9% |
| 30D | -10.2% | -11.1% | +0.9% | -7.4% |
| 3M | -0.6% | -23.7% | +23.1% | +5.5% |
| 6M | -6.5% | -22.0% | +15.5% | -2.9% |
| YTD | +4.2% | +16.5% | -12.3% | -4.6% |
| 1Y | -2.3% | +11.5% | -13.8% | -8.9% |
| All | -2.3% | +14.9% | -17.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling