+202.3%
FERG vs DFNS
-99.9%
+302.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | 0.0% | -16.0% | +16.0% | 0.0% |
| 30D | -10.2% | -77.7% | +67.5% | -10.3% |
| 3M | -0.6% | -77.2% | +76.6% | -0.4% |
| 6M | -6.5% | -95.2% | +88.7% | -6.5% |
| YTD | +4.2% | -98.0% | +102.1% | +4.1% |
| 1Y | -2.3% | -98.3% | +96.0% | -2.3% |
| 3Y | +48.5% | -99.9% | +148.4% | +48.6% |
| 5Y | +72.0% | -99.9% | +171.9% | +70.7% |
| All | +202.3% | -99.9% | +302.2% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling