+652.2%
RGTI vs FERG
+51.9%
+600.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.1% |
| 7D | +0.5% | -2.6% | +3.0% | +2.6% |
| 30D | -17.1% | -8.9% | -8.2% | -10.3% |
| 3M | -26.0% | -2.0% | -23.9% | -24.9% |
| 6M | -9.9% | -3.2% | -6.7% | -8.4% |
| YTD | -31.1% | +1.5% | -32.6% | -32.8% |
| 1Y | -8.5% | +0.5% | -9.0% | -10.4% |
| 3Y | +652.2% | +50.4% | +601.8% | +388.7% |
| All | +652.2% | +51.9% | +600.3% | +388.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling