+1,348.4%
FERG vs DD
+288.5%
+1,059.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.3% |
| 7D | 0.0% | -3.5% | +3.5% | +0.6% |
| 30D | -10.2% | -10.3% | +0.1% | -8.5% |
| 3M | -0.6% | -7.5% | +7.0% | +0.7% |
| 6M | -6.5% | -8.0% | +1.5% | -5.4% |
| YTD | +4.2% | +10.5% | -6.3% | +2.3% |
| 1Y | -2.3% | +38.3% | -40.5% | -7.6% |
| 3Y | +48.5% | +42.5% | +6.0% | +38.9% |
| 5Y | +72.0% | +60.2% | +11.8% | +57.9% |
| 10Y | +369.9% | +68.9% | +301.0% | +328.8% |
| All | +1,348.4% | +288.5% | +1,059.9% | +1,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling