+50.9%
FERG vs DG
+4.6%
+46.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.1% |
| 7D | +0.9% | -4.8% | +5.7% | +1.5% |
| 30D | -15.1% | +1.8% | -16.8% | -15.3% |
| 3M | -4.8% | +14.5% | -19.3% | -6.4% |
| 6M | -2.5% | -13.6% | +11.1% | -1.2% |
| YTD | +1.8% | -4.8% | +6.7% | +2.1% |
| 1Y | -0.3% | +21.6% | -21.9% | -2.9% |
| All | +50.9% | +4.6% | +46.2% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling