+67.7%
FERG vs DFNS
-100.0%
+167.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.6% |
| 7D | +9.7% | -6.0% | +15.7% | +9.7% |
| 30D | +15.0% | -71.2% | +86.2% | +14.9% |
| 3M | +3.8% | -94.5% | +98.3% | +3.5% |
| 6M | +10.6% | -96.5% | +107.2% | +10.7% |
| YTD | +17.0% | -99.6% | +116.6% | +16.7% |
| 1Y | +7.1% | -99.7% | +106.8% | +6.8% |
| 3Y | +67.7% | -100.0% | +167.7% | +68.5% |
| All | +67.7% | -100.0% | +167.7% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling