+7.4%
DASH vs FERG
+71.2%
-63.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.3% | -6.9% | -5.8% |
| 7D | -10.6% | 0.0% | -10.5% | -10.6% |
| 30D | +2.2% | -10.2% | +12.3% | +7.6% |
| 3M | +32.3% | -0.6% | +32.9% | +31.4% |
| 6M | +19.1% | -6.5% | +25.6% | +21.4% |
| YTD | -6.5% | +4.2% | -10.7% | -10.9% |
| 1Y | -14.9% | -2.3% | -12.6% | -16.6% |
| 3Y | +151.9% | +48.5% | +103.5% | +71.7% |
| All | +7.4% | +71.2% | -63.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling