-27.1%
RKT vs FERG
+180.0%
-207.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -6.3% | -2.6% | -3.7% | -4.9% |
| 30D | -6.2% | -8.9% | +2.7% | -1.2% |
| 3M | -1.9% | -2.0% | +0.2% | -0.9% |
| 6M | -13.0% | -3.2% | -9.8% | -11.5% |
| YTD | -31.9% | +1.5% | -33.4% | -32.2% |
| 1Y | -37.6% | +0.5% | -38.0% | -37.9% |
| 3Y | +36.8% | +50.4% | -13.6% | +9.3% |
| 5Y | -9.7% | +68.7% | -78.4% | -35.4% |
| All | -27.1% | +180.0% | -207.0% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling