-22.2%
RKT vs FERG
+187.4%
-209.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -2.4% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.4% | -10.2% | +11.6% | +7.5% |
| 3M | +6.3% | -0.6% | +6.9% | +6.6% |
| 6M | -15.5% | -6.5% | -8.9% | -12.4% |
| YTD | -27.4% | +4.2% | -31.6% | -28.7% |
| 1Y | -26.6% | -2.3% | -24.3% | -26.1% |
| 3Y | +41.2% | +48.5% | -7.3% | +13.2% |
| 5Y | -6.4% | +72.0% | -78.4% | -34.0% |
| All | -22.2% | +187.4% | -209.6% | -43.4% |
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