+192.5%
FERG vs DFNS
-99.9%
+292.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.0% |
| 7D | -1.0% | -3.3% | +2.3% | -1.0% |
| 30D | -11.8% | -73.1% | +61.3% | -11.9% |
| 3M | -1.2% | -71.4% | +70.1% | -1.0% |
| 6M | -2.3% | -93.8% | +91.5% | -2.3% |
| YTD | +0.8% | -98.0% | +98.8% | +0.7% |
| 1Y | +0.5% | -98.2% | +98.6% | +0.4% |
| 3Y | +51.4% | -99.9% | +151.3% | +51.6% |
| 5Y | +67.5% | -99.9% | +167.4% | +66.2% |
| All | +192.5% | -99.9% | +292.3% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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