+1,348.4%
FERG vs DAR
+642.5%
+705.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -10.2% | +12.8% | -23.0% | -11.3% |
| 3M | -0.6% | +7.4% | -7.9% | -1.5% |
| 6M | -6.5% | +22.3% | -28.8% | -8.7% |
| YTD | +4.2% | +81.1% | -76.9% | -2.0% |
| 1Y | -2.3% | +106.5% | -108.8% | -9.3% |
| 3Y | +48.5% | +5.3% | +43.2% | +43.5% |
| 5Y | +72.0% | -11.5% | +83.6% | +67.5% |
| 10Y | +369.9% | +353.3% | +16.6% | +341.0% |
| All | +1,348.4% | +642.5% | +705.9% | +1,272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling