+424.2%
FERG vs DAR
+311.7%
+112.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +9.7% | +11.6% | -1.8% | +8.2% |
| 30D | +15.0% | -10.2% | +25.3% | +16.6% |
| 3M | +3.8% | -14.8% | +18.6% | +5.7% |
| 6M | +10.6% | -10.1% | +20.7% | +11.6% |
| YTD | +17.0% | +55.5% | -38.6% | +9.3% |
| 1Y | +7.1% | +61.7% | -54.6% | -0.5% |
| 3Y | +67.7% | +37.2% | +30.6% | +55.9% |
| 5Y | +76.4% | -26.9% | +103.3% | +73.5% |
| All | +424.2% | +311.7% | +112.6% | +432.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling