+1,526.4%
FERG vs DLR
+591.8%
+934.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +9.7% | +3.3% | +6.4% | +9.3% |
| 30D | +15.0% | +4.6% | +10.4% | +14.4% |
| 3M | +3.8% | -8.3% | +12.0% | +4.9% |
| 6M | +10.6% | -5.6% | +16.2% | +11.2% |
| YTD | +17.0% | +18.7% | -1.7% | +14.3% |
| 1Y | +7.1% | +17.1% | -10.0% | +4.8% |
| 3Y | +67.7% | +54.4% | +13.4% | +58.8% |
| 5Y | +76.4% | +36.5% | +39.9% | +65.4% |
| 10Y | +424.2% | +187.7% | +236.5% | +384.7% |
| All | +1,526.4% | +591.8% | +934.6% | +1,389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling