+267.1%
DELL vs FERG
-0.2%
+267.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.7% |
| 7D | +8.7% | +0.9% | +7.8% | +8.4% |
| 30D | +16.9% | -15.1% | +32.0% | +21.6% |
| 3M | +40.4% | -4.8% | +45.3% | +43.2% |
| 6M | +267.1% | -2.5% | +269.5% | +274.0% |
| All | +267.1% | -0.2% | +267.3% | +274.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling