+489.1%
DDOG vs FERG
+246.6%
+242.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +3.9% | -2.6% | +6.5% | +4.6% |
| 30D | -8.2% | -8.9% | +0.7% | -5.9% |
| 3M | -5.6% | -2.0% | -3.5% | -5.0% |
| 6M | +73.5% | -3.2% | +76.7% | +73.3% |
| YTD | +62.7% | +1.5% | +61.2% | +59.9% |
| 1Y | +59.0% | +0.5% | +58.5% | +56.2% |
| 3Y | +117.1% | +50.4% | +66.7% | +89.3% |
| 5Y | +61.3% | +68.7% | -7.4% | +32.9% |
| All | +489.1% | +246.6% | +242.5% | +387.5% |
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