+341.3%
DIS vs FERG
+1,545.2%
-1,203.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +4.4% | +7.2% | -2.8% | +3.4% |
| 30D | +10.3% | +17.9% | -7.6% | +7.9% |
| 3M | +15.5% | -1.3% | +16.8% | +15.5% |
| 6M | +11.2% | +8.3% | +2.9% | +9.7% |
| YTD | +5.6% | +18.3% | -12.7% | +2.9% |
| 1Y | +7.7% | +4.7% | +3.0% | +6.6% |
| 3Y | +39.3% | +70.3% | -31.0% | +29.1% |
| 5Y | -29.5% | +84.6% | -114.2% | -36.1% |
| 10Y | +36.3% | +430.3% | -394.1% | +16.9% |
| All | +341.3% | +1,545.2% | -1,203.9% | +270.3% |
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