+67.5%
FERG vs DD
+57.4%
+10.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.0% | -2.9% | +1.9% | +0.4% |
| 30D | -11.8% | -11.5% | -0.3% | -6.5% |
| 3M | -1.2% | -5.4% | +4.2% | +1.0% |
| 6M | -2.3% | -6.9% | +4.6% | 0.0% |
| YTD | +0.8% | +6.9% | -6.1% | -3.9% |
| 1Y | +0.5% | +35.6% | -35.2% | -15.5% |
| 3Y | +51.4% | +42.5% | +8.8% | +20.7% |
| 5Y | +67.5% | +58.5% | +9.0% | +22.7% |
| All | +67.5% | +57.4% | +10.1% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling