+4,782.6%
DELL vs FERG
+385.3%
+4,397.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.6% |
| 7D | +8.7% | +0.9% | +7.8% | +8.5% |
| 30D | +16.9% | -15.1% | +32.0% | +22.1% |
| 3M | +40.4% | -4.8% | +45.3% | +42.3% |
| 6M | +267.1% | -2.5% | +269.5% | +268.1% |
| YTD | +329.1% | +1.8% | +327.3% | +325.3% |
| 1Y | +346.9% | -0.3% | +347.2% | +344.8% |
| 3Y | +696.6% | +52.9% | +643.7% | +623.4% |
| 5Y | +1,106.2% | +69.3% | +1,036.9% | +957.8% |
| 10Y | +4,177.7% | +352.7% | +3,825.0% | +3,578.1% |
| All | +4,782.6% | +385.3% | +4,397.3% | +4,024.2% |
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