+76.7%
DDOG vs FERG
+69.1%
+7.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +2.9% | +9.7% | -6.9% | 0.0% |
| 30D | -31.6% | +15.0% | -46.7% | -34.7% |
| 3M | -27.0% | +3.8% | -30.7% | -28.0% |
| 6M | -10.3% | +10.6% | -20.9% | -13.2% |
| YTD | +35.4% | +17.0% | +18.4% | +25.9% |
| 1Y | -1.0% | +7.1% | -8.1% | -4.5% |
| 3Y | +76.7% | +67.7% | +8.9% | +37.1% |
| All | +76.7% | +69.1% | +7.5% | +37.1% |
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