-4.5%
DASH vs FERG
+159.2%
-163.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -5.0% |
| 7D | -4.8% | +7.3% | -12.1% | -8.3% |
| 30D | -7.9% | +18.1% | -26.0% | -15.4% |
| 3M | -16.3% | +1.6% | -18.0% | -17.5% |
| 6M | +10.4% | +8.5% | +1.9% | +4.5% |
| YTD | -20.1% | +18.6% | -38.7% | -28.7% |
| 1Y | -11.4% | +5.7% | -17.1% | -16.2% |
| 3Y | +114.1% | +74.0% | +40.1% | +37.1% |
| 5Y | -5.8% | +83.9% | -89.6% | -47.9% |
| All | -4.5% | +159.2% | -163.7% | -48.5% |
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 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