+92.2%
DASH vs FERG
+68.1%
+24.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.0% |
| 7D | -4.1% | +8.2% | -12.2% | -6.6% |
| 30D | -10.6% | +14.4% | -25.0% | -14.2% |
| 3M | -18.8% | +4.3% | -23.1% | -20.0% |
| 6M | +11.2% | +7.9% | +3.3% | +7.9% |
| YTD | -23.8% | +16.3% | -40.1% | -28.3% |
| 1Y | -12.2% | +2.2% | -14.4% | -13.7% |
| All | +92.2% | +68.1% | +24.2% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling