+78.0%
FERG vs DG
-35.8%
+113.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +9.7% | +0.3% | +9.5% | +9.7% |
| 30D | +15.0% | +3.2% | +11.8% | +14.5% |
| 3M | +3.8% | +10.4% | -6.7% | +2.1% |
| 6M | +10.6% | +33.2% | -22.5% | +5.8% |
| YTD | +17.0% | +3.0% | +14.0% | +15.9% |
| 1Y | +7.1% | +31.2% | -24.1% | +2.2% |
| 3Y | +67.7% | +21.8% | +45.9% | +56.0% |
| All | +78.0% | -35.8% | +113.9% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling