+50.9%
FERG vs DD
+42.2%
+8.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.3% |
| 7D | +0.9% | -3.8% | +4.7% | +2.5% |
| 30D | -15.1% | -9.2% | -5.8% | -11.6% |
| 3M | -4.8% | -9.0% | +4.2% | -1.2% |
| 6M | -2.5% | -5.0% | +2.5% | -1.3% |
| YTD | +1.8% | +7.4% | -5.6% | -2.6% |
| 1Y | -0.3% | +35.1% | -35.4% | -14.3% |
| All | +50.9% | +42.2% | +8.7% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling