-10.0%
DIS vs FERG
+0.4%
-10.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.6% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | +1.0% | -15.1% | +16.0% | +4.5% |
| 3M | +5.7% | -4.8% | +10.5% | +6.2% |
| 6M | +3.3% | -2.5% | +5.7% | +3.1% |
| YTD | -7.7% | +1.8% | -9.5% | -8.1% |
| 1Y | -10.0% | -0.3% | -9.6% | -8.6% |
| All | -10.0% | +0.4% | -10.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling