+1,348.4%
FERG vs DOC
+82.0%
+1,266.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.5% |
| 7D | 0.0% | -1.5% | +1.4% | +0.1% |
| 30D | -10.2% | -4.8% | -5.4% | -9.8% |
| 3M | -0.6% | +6.9% | -7.5% | -1.2% |
| 6M | -6.5% | +20.7% | -27.3% | -8.2% |
| YTD | +4.2% | +34.1% | -30.0% | +1.3% |
| 1Y | -2.3% | +22.6% | -24.9% | -4.2% |
| 3Y | +48.5% | +20.8% | +27.7% | +45.4% |
| 5Y | +72.0% | -24.9% | +96.9% | +69.5% |
| 10Y | +369.9% | -1.8% | +371.7% | +371.6% |
| All | +1,348.4% | +82.0% | +1,266.4% | +1,380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling