-9.7%
RKT vs FERG
+66.7%
-76.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.1% |
| 7D | -7.2% | -1.0% | -6.2% | -6.7% |
| 30D | -7.9% | -11.8% | +3.9% | -0.2% |
| 3M | +5.2% | -1.2% | +6.4% | +5.8% |
| 6M | -14.9% | -2.3% | -12.6% | -13.8% |
| YTD | -31.9% | +0.8% | -32.7% | -32.1% |
| 1Y | -36.9% | +0.5% | -37.4% | -37.5% |
| 3Y | +35.7% | +51.4% | -15.7% | +0.8% |
| 5Y | -9.7% | +67.5% | -77.2% | -42.7% |
| All | -9.7% | +66.7% | -76.4% | -42.7% |
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