+430.3%
FERG vs DOC
+20.3%
+410.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +7.2% | +4.3% | +2.9% | +6.6% |
| 30D | +17.9% | +9.2% | +8.8% | +16.5% |
| 3M | -1.3% | -0.8% | -0.4% | -1.2% |
| 6M | +8.3% | +7.1% | +1.2% | +7.2% |
| YTD | +18.3% | +34.0% | -15.7% | +13.3% |
| 1Y | +4.7% | +23.2% | -18.5% | +1.4% |
| 3Y | +70.3% | +53.6% | +16.7% | +61.4% |
| 5Y | +84.6% | -20.4% | +105.1% | +81.1% |
| 10Y | +430.3% | +23.4% | +406.9% | +440.8% |
| All | +430.3% | +20.3% | +410.0% | +440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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