+1,526.4%
FERG vs DD
+354.0%
+1,172.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +9.7% | +5.0% | +4.8% | +8.9% |
| 30D | +15.0% | +19.7% | -4.7% | +11.5% |
| 3M | +3.8% | +7.2% | -3.4% | +2.5% |
| 6M | +10.6% | +1.0% | +9.6% | +10.2% |
| YTD | +17.0% | +29.1% | -12.1% | +11.7% |
| 1Y | +7.1% | +28.5% | -21.4% | +2.4% |
| 3Y | +67.7% | +89.4% | -21.7% | +50.4% |
| 5Y | +76.4% | +67.1% | +9.3% | +58.6% |
| 10Y | +424.2% | +97.5% | +326.7% | +365.6% |
| All | +1,526.4% | +354.0% | +1,172.3% | +1,326.7% |
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