+1,315.5%
FERG vs RRX
+289.7%
+1,025.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.9% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -15.1% | -8.0% | -7.1% | -13.7% |
| 3M | -4.8% | -25.1% | +20.2% | -0.2% |
| 6M | -2.5% | -18.3% | +15.8% | +0.2% |
| YTD | +1.8% | +14.2% | -12.3% | -1.9% |
| 1Y | -0.3% | +13.0% | -13.4% | -3.9% |
| 3Y | +52.9% | +4.2% | +48.7% | +46.9% |
| 5Y | +69.3% | +17.9% | +51.4% | +59.6% |
| 10Y | +352.7% | +220.4% | +132.3% | +312.3% |
| All | +1,315.5% | +289.7% | +1,025.8% | +1,222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling