+351.3%
FERG vs DG
+101.8%
+249.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -2.6% | -6.5% | +3.9% | -1.9% |
| 30D | -8.9% | +4.2% | -13.1% | -9.3% |
| 3M | -2.0% | +9.5% | -11.6% | -3.1% |
| 6M | -3.2% | -13.1% | +9.9% | -2.1% |
| YTD | +1.5% | -4.8% | +6.3% | +1.7% |
| 1Y | +0.5% | +20.6% | -20.1% | -1.9% |
| 3Y | +50.4% | +4.9% | +45.5% | +46.1% |
| 5Y | +68.7% | -37.9% | +106.6% | +72.3% |
| All | +351.3% | +101.8% | +249.5% | +328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling