-17.2%
DASH vs FERG
+3.8%
-21.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +7.8% |
| 7D | +17.2% | +7.7% | +9.5% | +15.6% |
| 30D | +3.6% | +11.5% | -7.9% | +1.5% |
| 3M | -1.9% | -2.4% | +0.5% | -1.7% |
| 6M | +15.1% | -4.0% | +19.1% | +15.1% |
| YTD | -12.3% | +13.4% | -25.7% | -13.7% |
| 1Y | -17.2% | +3.1% | -20.3% | -17.0% |
| All | -17.2% | +3.8% | -21.0% | -17.0% |
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