+351.3%
FERG vs DD
+66.6%
+284.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.6% | -3.5% | +0.9% | -1.7% |
| 30D | -8.9% | -11.7% | +2.8% | -6.0% |
| 3M | -2.0% | -9.2% | +7.2% | +0.3% |
| 6M | -3.2% | -7.2% | +4.0% | -1.7% |
| YTD | +1.5% | +6.6% | -5.1% | -0.5% |
| 1Y | +0.5% | +32.0% | -31.5% | -6.7% |
| 3Y | +50.4% | +42.1% | +8.3% | +36.0% |
| 5Y | +68.7% | +58.1% | +10.6% | +48.5% |
| All | +351.3% | +66.6% | +284.7% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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