-5.2%
DASH vs FERG
+133.1%
-138.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +0.4% | -2.1% | +2.5% | +1.8% |
| 30D | -6.0% | +8.7% | -14.7% | -9.6% |
| 3M | -15.8% | -7.4% | -8.3% | -12.6% |
| 6M | +7.0% | -6.6% | +13.6% | +9.9% |
| YTD | -20.7% | +6.6% | -27.3% | -25.0% |
| 1Y | -8.5% | -3.6% | -5.0% | -9.0% |
| 3Y | +101.8% | +56.4% | +45.4% | +37.0% |
| 5Y | -9.6% | +67.5% | -77.1% | -47.4% |
| All | -5.2% | +133.1% | -138.2% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling