+610.0%
RSP vs FERG
+1,348.4%
-738.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.8% |
| 7D | -0.8% | 0.0% | -0.7% | -0.8% |
| 30D | -0.3% | -10.2% | +9.8% | +1.0% |
| 3M | +4.3% | -0.6% | +4.9% | +4.2% |
| 6M | +8.8% | -6.5% | +15.3% | +9.5% |
| YTD | +15.3% | +4.2% | +11.1% | +14.4% |
| 1Y | +18.3% | -2.3% | +20.5% | +18.1% |
| 3Y | +52.8% | +48.5% | +4.3% | +44.8% |
| 5Y | +51.7% | +72.0% | -20.3% | +40.5% |
| 10Y | +208.5% | +369.9% | -161.4% | +172.1% |
| All | +610.0% | +1,348.4% | -738.4% | +518.5% |
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