+348.1%
FERG vs DLR
+172.7%
+175.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -11.8% | -2.9% | -9.0% | -11.4% |
| 3M | -1.2% | +3.2% | -4.5% | -2.1% |
| 6M | -2.3% | +3.9% | -6.2% | -3.2% |
| YTD | +0.8% | +21.4% | -20.7% | -2.9% |
| 1Y | +0.5% | +9.7% | -9.2% | -1.5% |
| 3Y | +51.4% | +56.5% | -5.2% | +39.2% |
| 5Y | +67.5% | +41.5% | +26.0% | +51.3% |
| All | +348.1% | +172.7% | +175.4% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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