-68.1%
RGTI vs FERG
+3.8%
-71.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.6% |
| 7D | -9.6% | +7.7% | -17.3% | -13.9% |
| 30D | -26.0% | +11.5% | -37.5% | -31.2% |
| 3M | -35.8% | -2.4% | -33.4% | -34.9% |
| 6M | -36.7% | -4.0% | -32.7% | -34.3% |
| YTD | -49.4% | +13.4% | -62.7% | -52.5% |
| 1Y | -68.1% | +3.1% | -71.2% | -68.7% |
| All | -68.1% | +3.8% | -71.9% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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