+78.0%
FERG vs DAR
-27.0%
+105.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +9.7% | +11.6% | -1.8% | +7.0% |
| 30D | +15.0% | -10.2% | +25.3% | +17.7% |
| 3M | +3.8% | -14.8% | +18.6% | +7.1% |
| 6M | +10.6% | -10.1% | +20.7% | +12.3% |
| YTD | +17.0% | +55.5% | -38.6% | +3.0% |
| 1Y | +7.1% | +61.7% | -54.6% | -6.7% |
| 3Y | +67.7% | +37.2% | +30.6% | +45.4% |
| All | +78.0% | -27.0% | +105.0% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling