-14.9%
DASH vs FERG
+0.8%
-15.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.3% | -6.9% | -5.1% |
| 7D | -10.6% | 0.0% | -10.5% | -10.6% |
| 30D | +2.2% | -10.2% | +12.3% | +4.4% |
| 3M | +32.3% | -0.6% | +32.9% | +31.6% |
| 6M | +19.1% | -6.5% | +25.6% | +19.5% |
| YTD | -6.5% | +4.2% | -10.7% | -8.2% |
| 1Y | -14.9% | -2.3% | -12.6% | -15.0% |
| All | -14.9% | +0.8% | -15.7% | -15.0% |
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