+391.2%
DDOG vs FERG
+297.0%
+94.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.7% | +1.0% |
| 7D | +5.6% | +8.2% | -2.5% | +3.3% |
| 30D | -34.9% | +14.4% | -49.3% | -37.4% |
| 3M | -23.4% | +4.3% | -27.8% | -24.6% |
| 6M | -7.7% | +7.9% | -15.6% | -10.1% |
| YTD | +35.6% | +16.3% | +19.4% | +28.2% |
| 1Y | -3.4% | +2.2% | -5.6% | -5.3% |
| 3Y | +78.0% | +67.3% | +10.7% | +50.4% |
| 5Y | -4.4% | +75.3% | -79.8% | -24.2% |
| All | +391.2% | +297.0% | +94.2% | +290.8% |
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