-37.6%
RKT vs FERG
+1.0%
-38.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -6.3% | -2.6% | -3.7% | -4.6% |
| 30D | -6.2% | -8.9% | +2.7% | -0.3% |
| 3M | -1.9% | -2.0% | +0.2% | -1.1% |
| 6M | -13.0% | -3.2% | -9.8% | -12.0% |
| YTD | -31.9% | +1.5% | -33.4% | -31.2% |
| 1Y | -37.6% | +0.5% | -38.0% | -34.3% |
| All | -37.6% | +1.0% | -38.6% | -34.3% |
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