+1,335.0%
FERG vs DG
+548.3%
+786.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | +3.4% | -2.5% | +5.8% | +3.6% |
| 30D | -11.5% | +1.0% | -12.5% | -11.6% |
| 3M | +1.3% | +20.3% | -19.0% | -0.4% |
| 6M | -1.0% | -11.7% | +10.8% | -0.1% |
| YTD | +3.2% | -2.3% | +5.5% | +3.2% |
| 1Y | -3.0% | +20.0% | -23.0% | -4.9% |
| 3Y | +55.0% | +7.2% | +47.8% | +51.0% |
| 5Y | +72.6% | -37.9% | +110.6% | +74.9% |
| 10Y | +358.9% | +107.3% | +251.6% | +335.2% |
| All | +1,335.0% | +548.3% | +786.7% | +1,165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling