+56.8%
RGTI vs FERG
+67.5%
-10.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | +0.5% | -2.6% | +3.0% | +2.5% |
| 30D | -17.1% | -8.9% | -8.2% | -10.8% |
| 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% | -32.5% |
| 1Y | -8.5% | +0.5% | -9.0% | -10.0% |
| 3Y | +652.2% | +50.4% | +601.8% | +439.3% |
| All | +56.8% | +67.5% | -10.8% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling