-2.3%
FERG vs DG
+23.4%
-25.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | 0.0% | +8.4% | -8.4% | -1.1% |
| 30D | -10.2% | +4.9% | -15.1% | -10.8% |
| 3M | -0.6% | +29.3% | -29.9% | -3.8% |
| 6M | -6.5% | -11.3% | +4.7% | -5.1% |
| YTD | +4.2% | +1.8% | +2.4% | +4.5% |
| 1Y | -2.3% | +25.3% | -27.6% | -5.5% |
| All | -2.3% | +23.4% | -25.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling