+348.1%
FERG vs DAR
+375.1%
-27.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -1.0% | +0.9% | -2.0% | -1.1% |
| 30D | -11.8% | +6.4% | -18.2% | -12.6% |
| 3M | -1.2% | +13.2% | -14.5% | -3.1% |
| 6M | -2.3% | +26.2% | -28.5% | -5.8% |
| YTD | +0.8% | +84.4% | -83.6% | -7.7% |
| 1Y | +0.5% | +112.0% | -111.6% | -9.8% |
| 3Y | +51.4% | +13.4% | +38.0% | +43.3% |
| 5Y | +67.5% | -6.0% | +73.5% | +61.1% |
| All | +348.1% | +375.1% | -27.0% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling