+53.1%
RGTI vs FERG
+90.1%
-37.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.2% |
| 7D | -0.1% | -1.0% | +0.9% | +0.6% |
| 30D | -16.2% | -11.8% | -4.4% | -7.9% |
| 3M | -22.0% | -1.2% | -20.8% | -21.3% |
| 6M | -10.8% | -2.3% | -8.5% | -10.0% |
| YTD | -31.6% | +0.8% | -32.3% | -32.5% |
| 1Y | -6.4% | +0.5% | -6.8% | -7.8% |
| 3Y | +665.7% | +51.4% | +614.3% | +457.0% |
| 5Y | +55.6% | +67.5% | -11.9% | +4.9% |
| All | +53.1% | +90.1% | -37.0% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling