-10.4%
RKT vs FERG
+3.8%
-14.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.7% | +6.0% | +6.5% |
| 7D | +29.7% | +7.7% | +22.0% | +22.4% |
| 30D | +28.5% | +11.5% | +17.0% | +17.7% |
| 3M | +6.4% | -2.4% | +8.7% | +8.1% |
| 6M | +7.1% | -4.0% | +11.1% | +9.3% |
| YTD | -22.5% | +13.4% | -35.8% | -31.0% |
| 1Y | -10.4% | +3.1% | -13.5% | -14.2% |
| All | -10.4% | +3.8% | -14.2% | -14.2% |
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