+0.5%
FERG vs DLR
+14.5%
-14.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -11.8% | -2.9% | -9.0% | -11.1% |
| 3M | -1.2% | +3.2% | -4.5% | -3.5% |
| 6M | -2.3% | +3.9% | -6.2% | -4.4% |
| YTD | +0.8% | +21.4% | -20.7% | -7.7% |
| 1Y | +0.5% | +9.7% | -9.2% | -4.5% |
| All | +0.5% | +14.5% | -14.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling