+67.7%
FERG vs DAR
+33.7%
+34.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +9.7% | +11.6% | -1.8% | +7.6% |
| 30D | +15.0% | -10.2% | +25.3% | +17.0% |
| 3M | +3.8% | -14.8% | +18.6% | +6.2% |
| 6M | +10.6% | -10.1% | +20.7% | +11.8% |
| YTD | +17.0% | +55.5% | -38.6% | +5.3% |
| 1Y | +7.1% | +61.7% | -54.6% | -4.5% |
| 3Y | +67.7% | +37.2% | +30.6% | +49.9% |
| All | +67.7% | +33.7% | +34.1% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling