+289.8%
DIS vs FERG
+1,348.4%
-1,058.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.0% |
| 7D | -2.6% | 0.0% | -2.5% | -2.6% |
| 30D | +3.5% | -10.2% | +13.7% | +4.9% |
| 3M | +6.8% | -0.6% | +7.4% | +6.7% |
| 6M | +3.0% | -6.5% | +9.5% | +3.6% |
| YTD | -6.7% | +4.2% | -10.9% | -7.5% |
| 1Y | -10.1% | -2.3% | -7.8% | -10.2% |
| 3Y | +33.0% | +48.5% | -15.4% | +25.6% |
| 5Y | -40.0% | +72.0% | -112.0% | -44.7% |
| 10Y | +21.1% | +369.9% | -348.8% | +5.6% |
| All | +289.8% | +1,348.4% | -1,058.6% | +233.0% |
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 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