+467.1%
DDOG vs FERG
+255.8%
+211.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.5% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -24.8% | -10.2% | -14.6% | -22.5% |
| 3M | -12.6% | -0.6% | -12.0% | -12.5% |
| 6M | +79.9% | -6.5% | +86.5% | +81.6% |
| YTD | +56.6% | +4.2% | +52.4% | +52.9% |
| 1Y | +61.6% | -2.3% | +63.8% | +60.1% |
| 3Y | +117.9% | +48.5% | +69.4% | +90.4% |
| 5Y | +54.2% | +72.0% | -17.8% | +26.2% |
| All | +467.1% | +255.8% | +211.3% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling